Download - Omgeo TradeSuite ID Input/Output Information
TradeSuite ID Input/Output Information
TRADESUITE ID
INPUT/OUTPUT INFORMATION
VERSION 8.0.5MARCH 21, 2018
Copyright 2018 DTCC. All rights reserved.Thiswork(including,withoutlimitation,alltext,images,logos,compilationanddesign)isproprietaryandprotectedbycopyright,andisfortheexclusiveuseofusersauthorizedbyDTCC.IfthisworkisreceivedfromDTCCinanyelectronicmedium,authorizedusersofthisworkaregrantedalimited,non-exclusive,non-transferable,non-sublicensableandfreelyrevocablelicensetomakereproductionsandtransmissionsnecessaryfordownloadingandstorageofthisworkontheusers'computersandtoprintoneormorepapercopiesfromtheelectronicversionfortheirownuse.Otherthantothislimitedextent,nopartofthiswork(includinganypapercopiesthereoforprintversionsthereof)maybeprinted,copied,altered,modified,posted,reproduced,displayed,published,sold,licensed,usedordistributed(includingbytransmission)inanyformorbyanymeans,orstoredinanyinformationstorageandretrievalsystem,withoutDTCC'spriorwrittenpermission.Allproductorservicenamesarethepropertyoftheirrespectiveowners.TheservicesdescribedhereinareprovidedundertheDTCCbrandnamebycertainaffiliatesofTheDepositoryTrust&ClearingCorporation("DTCC").DTCCitselfdoesnotprovidesuchservices.Eachofaffiliatesisaseparatelegalentity,subjecttothelawsandregulationsoftheparticularcountryorcountriesinwhichsuchentityoperates.Pleaseseewww.dtcc.comformoreinformationonDTCC,itsaffiliatesandtheservicestheyoffer.Publication Code:TS206Service:TradeSuiteIDTitle:Input/OutputInformation
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TABLE OF CONTENTS
1. Preface 5
Audience 5
ChangesinThisVersion 5
RelatedDocumentsandTraining 6
Questions? 6
2. Input/Output Information Codes 7
Introduction 7
ISOCountryCodes 7
ISOCurrencyCodes 13
MarketCodesandAbbreviations 19
Index(Benchmark)Codes 22
SettlementLocationCodes 23
CancellationReasonCodes 30
IneligibleConfirmationCodes 35
InteractiveFormatInputtoEODFormatOutputCodeConversion 38
Mortgage-BackedSecuritiesSpecificationCodes 39
MoodysConversionCodesandRatings 40
Standard&PoorsConversionCodesandRatings 41
SecurityNumberingSystems 43
ExpandedSecurityTypes 44
TransactionTypes 47
InteractiveFields 48
3. Processing Procedures 49
Computer-to-ComputerFacility(CCF) 49
BlockSpecification 49
MessagePrefixSpecification 50
MessageQuerying(MQ) 50
Codes 50
TradeInputCodes 51
4. Additional Notes 71
ProcessingNotes 71
AffirmingPartyIndicator 71
PaymentMethodIndicator 71
PriceConversion 71
InterestedParties 71
InterestedPartiesDerivedFromALERT 71
New-FormatInput 72
OutputLocations 72
SettlementLocationofDTCorBRC 72
SettlementLocationofNFS 72
AllOtherSettlementLocations 73
A. Security Numbering System Formats 74
EfficiencyofChecking 74
ISINDefinition 74
ComputingCheck-Digits 75
ISINModulus10Double-Add-DoubleCheck-Digit 75
CUSIPModulus10Double-Add-DoubleCheck-Digit 76
NotesoftheCUSIPandISINComputations 77
SEDOLSecuritiesIdentifierCheck-Digit 78
Format 78
SignificanceoftheSeriesDigit 78
CheckingaNumber 80
DerivingaCheck-Digit 81
Preface 5
1. PREFACEThisdocumentdescribestheinputandoutputinformationrequiredfortheTradeSuiteIDservice.
AudienceThisdocumentisforinformationtechnologyprofessionalswhoareresponsibleforworkingwiththeIDinputandoutput.
Changes in This VersionTradeSuite ID 8.05 (new changes)TheSecuritiesandExchangeCommission(SEC)approvedamendmentstoFINRARule2232(CustomerConfirmations)thatrequirememberfirmstodiscloseadditionaltransaction-relatedinformationtoretailcustomersfortradesincertainfixedincomesecurities.Specifically,amendedRule2232requiresamembertodisclosetheamountandpercentageofmark-upormark-downitappliestotradeswithretailcustomersincorporateoragencydebtsecuritiesifthememberalsoexecutesanoffsettingprincipaltradeinthesamesecurityonthesametradingday.Theamendedrulealsorequiresmemberstodisclosetwoadditionalitemsonallretailcustomerconfirmationsforcorporateandagencydebtsecuritytrades:(1)areference,andahyperlinkiftheconfirmationiselectronic,toawebpagehostedbyFINRAthatcontainspubliclyavailabletradingdataforthespecificsecuritythatwastraded,and(2)theexecutiontimeofthetransaction,expressedtothesecond.TheMSRBRuleG-15andG-30hasalsochangedtoaccommodatethesechanges.ThisnewregulationgoesintoeffectonMay14,2018.Tocomplywiththeseregulatorychanges,DTCChasmadethechangesoutlinedbelow.AnewTradeInputCodehasbeenadded:l BADG
ThedescriptionsfortwoCancellationReasoncodeshavebeenupdated:
l 579l 580
Inadditiontoregulatorychanges,DTCChasalsoaddedtwonewmarketcodesandabbreviationsforUSExchanges:
l 97(InvestorsExchange)l 98(InvestorsExchange-Dark)
TheappearanceandlayoutofthisdocumenthavealsobeenupdatedtoensureconsistencyacrossDTCC.TradeSuite ID 8.0.4(previouslycommunicatedchanges)Tocomplywiththemarketsinfinancialinstrumentsdirective(MiFIDII)regulationsandallowforgreatertransparencyacrossthetradingprocess,theLocalTaxfieldisnowcalledResearchAmount.ThenewDAA9ICMcode,seeDAA9,andupdatedcancellationreasoncode,see020,reflectthischange.InadditiontotheMiFIDIIinitiativechanges,theappearanceandlayoutofthedocumentationhaschangedtoensureconsistencyacrossDTCC.
Input/Output Information
Preface 6
Related Documents and TrainingUsethisdocumentinconjunctionwiththeTradeSuiteIDConfirmArchiveReferencedocumentavailableintheConfirmArchivesectionoftheDTCCLearningCenter.Forotherrelatedcontentandallreferencesinthisdocument,seetheTradeSuiteID8.0sectionoftheInstitutionalTradeProcessing-TradeSuiteIDLearningCenter.
Questions?TheDTCCClientCenterprovidesgeneralassistanceandtechnicalhelp.Visitwww.dtcc.com/client-centerto:
l Enteraservicerequestorcheckthestatusofanexistingrequestl Searchtheknowledgebasel Obtaincontactinformation
Input/Output Information
https://dtcclearning.com/documents/institutional-trade-matching/docman-cat-tsid/docman-tsid-guides/docman-tsid-guides-conf-arch/1977-confirm-archive-service.htmlhttps://www.dtcclearning.com/products-and-services/menu-institutional-trade-matching/confirm-archive.htmlhttps://www.dtcclearning.com/products-and-services/menu-institutional-trade-matching/menu-tsid/menu-tsid-80.htmlhttps://www.dtcclearning.com/products-and-services/menu-institutional-trade-matching/menu-tsid.htmlhttp://www.dtcc.com/client-center
Input/Output Information Codes 7
2. INPUT/OUTPUT INFORMATION CODESIntroductionTradeSuiteIDservicesupportsthefollowingcodes:
l ISOCountryCodesl ISOCurrencyCodesl MarketCodesandAbbreviationsl Index(Benchmark)Codesl SettlementLocationCodesl CancellationReasonCodesl IneligibleConfirmationCodesl InteractiveFormatInputtoEODFormatOutputCodeConversionl Mortgage-BackedSecuritiesSpecificationCodesl MoodysConversionCodesandRatingsl Standard&PoorsConversionCodesandRatingsl SecurityNumberingSystemsl ExpandedSecurityTypesl TransactionTypesl InteractiveFields
ISO Country CodesTheTradeSuiteIDservicesupportscodesshowninTable2.1andmaintainedbyISOatwww.iso.org/country_codes.Foralistofcurrencycodes,seeTable2.2.Foralistofcountryandcurrencycodeexceptionsduetoglobaleconomicsanctions,seetheOFACDisclosuresectionavailableontheLearningCenterwebsite.
Country Code
Alpha-3 Code
Numeric Code
Country Name Abbreviated Country Name
AD AND 020 ANDORRA ANDORRAAE ARE 784 UNITEDARABEMIRATES UNTDARABEMAF AFG 004 AFGHANISTAN AFGHANISTANAG ATG 028 ANTIGUAANDBARBUDA ANT.BARBUDAAI XCD 951 ANGUILLA ANGUILLAAL ALB 008 ALBANIA ALBANIAAM ARM 051 ARMENIA ARMENIAAN ANT 532 NETHERLANDSANTILLES NETHERLANDSAO AGO 024 ANGOLA ANGOLAAQ ATA 010 ANTARCTICA ANTARCTICAAR ARG 032 ARGENTINA ARGENTINAAS ASM 016 AMERICANSAMOA AMER.SAMOAAT AUT 040 AUSTRIA AUSTRIAAU AUS 036 AUSTRALIA AUSTRALIA
Table 2.1 ISO Country Codes
Input/Output Information
http://www.iso.org/country_codeshttps://dtcclearning.com/products-and-services/menu-institutional-trade-matching/menu-itp-cp/menu-itm-cp-ofac.html
Input/Output Information Codes 8
Country Code
Alpha-3 Code
Numeric Code
Country Name Abbreviated Country Name
AW ABW 533 ARUBA ARUBAAX EUR 978 ALANDISLANDS ALANDISLANDAZ AZN 944 AZERBAIJAN AZERBAIJANBA BAM 977 BOSNIA-HERZEGOVINA BOSNIA-HERZEBB BRB 052 BARBADOS BARBADOSBD BGD 050 BANGLADESH BANGLADESHBE BEL 056 BELGIUM BELGIUMBF XOF 952 BURKINAFASO BURKINAFASOBG BGR 100 BULGARIA BULGARIABH BHR 048 BAHRAIN BAHRAINBI BDI 108 BURUNDI BURUNDIBJ BEN 204 BENIN BENINBL BLM 652 SAINTBARTHELEMY STBARTHELEMYBM BMU 060 BERMUDA BERMUDABN BRN 096 BRUNEI BRUNEIBO BOL 068 BOLIVIA BOLIVIABQ BES 535 BONAIRE BONAIREBR BRA 076 BRAZIL BRAZILBS BHS 044 BAHAMAS BAHAMASBT BTN 064 BHUTAN BHUTANBV NOK 578 BOUVETISLAND BOUVETISLANBW BWA 072 BOTSWANA BOTSWANABY BYS 112 BYELORUSSIASOVIETSOCIALISTREPUBLIC BYELORUSSIABZ BLZ 084 BELIZE BELIZECA CAN 124 CANADA CANADACC CCK 166 COCOS(KEELING)ISLANDS COCOSISLNDSCD CON 976 CONGOTHEDEMOCRATICREPUBLICOFTHE CONGODEMCF CAF 140 CENTRALAFRICANREPUBLIC CENT.AF.REPCG COG 178 CONGO CONGOCH CHE 756 SWITZERLAND SWITZERLANDCI CIV 384 IVORYCOAST-COTED'LVOIRE IVORYCOASTCK COK 184 COOKISLANDS COOKISLANDSCL CHL 152 CHILE CHILECM CMR 120 UNITEDREPUBLICOFCAMEROON UNTD.RP.CAMRCN CHN 156 CHINA CHINACO COL 170 COLOMBIA COLOMBIACR CRI 188 COSTARICA COSTARICACS CSK 200 CZECHOSLOVAKIA CZECHOSLOVAKCT CTE 128 CANTONANDENDERBURYISLANDS CANTONISLDSCV CPV 132 CAPEVERDE CAPEVERDECW CUW 531 CURACAO CURACAOCX CXR 162 "CHRISTMASISLANDS,AUSTRALIA" CHRISTMASISCY CYP 196 CYPRUS CYPRUS
Table 2.1 ISO Country Codes (continued)
Input/Output Information
Input/Output Information Codes 9
Country Code
Alpha-3 Code
Numeric Code
Country Name Abbreviated Country Name
CZ CZE 203 CZECHREPUBLIC CZECHREPUBLDE DEU 280 "GERMANY,FEDERALREPUBLICOF" "GERMANY,FR"DJ DJI 262 DJIBOUTI DJIBOUTIDK DNK 208 DENMARK DENMARKDM DMA 212 DOMINICA DOMINICADO DOM 214 DOMINICANREPUBLIC DOMINICANRPDZ DZA 012 ALGERIA ALGERIAEC ECU 218 ECUADOR ECUADOREE EST 233 ESTONIA ESTONIAEG EGY 818 EGYPT EGYPTEH ESH 732 WESTERNSAHARA WESTN.SAHARAER ERI 232 ERITREA ERITREAES ESP 724 SPAIN SPAINET ETH 230 ETHIOPIA ETHIOPIAFI FIN 246 FINLAND FINLANDFJ FJI 242 FIJI FIJIFK FLK 238 FALKLANDISLANDS FALKLANDISLFM FSM 583 FEDERATEDSTATESOFMICRONESIA MICRONESIAFO FRO 234 FAEROEISLANDS FAEROEISLDSFR FRA 250 FRANCE FRANCEGA GAB 266 GABON GABONGB GBR 826 UNITEDKINGDOM UKGD GRD 308 GRENADA GRENADAGE GEL 981 GEORGIA GEORGIAGF GUF 254 FRENCHGUIANA FR.GUIANAGG GGY 831 GUERNSEY GUERNSEYGH GHA 288 GHANA GHANAGI GIB 292 GIBRALTAR GIBRALTARGL GRL 304 GREENLAND GREENLANDGM GMB 270 GAMBIA GAMBIAGN GIN 324 GUINEA GUINEAGP GLP 312 GUADELOUPE GUADELOUPEGQ GNQ 226 EQUATORIALGUINEA EQ.GUINEAGR GRC 300 GREECE GREECEGS SGS 239 SOUTHGEORGIAANDTHESOUTHSANDWICH
ISLANDSSGSSI
GT GTM 320 GUATEMALA GUATEMALAGU GUM 316 GUAM GUAMGW GNB 624 GUINEA-BISSAU GUINEABISSAUGY GUY 328 GUYANA GUYANAHK HKG 344 HONGKONG HONGKONGHM HMD 334 HEARDISLANDANDMCDONALDISLANDS HEARD.MCDISHN HND 340 HONDURAS HONDURASHR HRK 191 CROATIA CROATIA
Table 2.1 ISO Country Codes (continued)
Input/Output Information
Input/Output Information Codes 10
Country Code
Alpha-3 Code
Numeric Code
Country Name Abbreviated Country Name
HT HTI 332 HAITI HAITIHU HUN 348 HUNGARY HUNGARYHV HVO 854 UPPERVOLTA UPPERVOLTAID IDN 360 INDONESIA INDONESIAIE IRL 372 IRELAND IRELANDIL ISR 376 ISRAEL ISRAELIM IMN 833 ISLEOFMAN ISLEOFMANIN IND 356 INDIA INDIAIO IOT 086 BRITISHINDIANOCEANTERRITORY BR.IND.OC.TRIQ IRQ 368 IRAQ IRAQIS ISL 352 ICELAND ICELANDIT ITA 380 ITALY ITALYJE JEY 832 JERSEYCI JERSEYCIJM JAM 388 JAMAICA JAMAICAJO JOR 400 JORDAN JORDANJP JPN 392 JAPAN JAPANKE KEN 404 KENYA KENYAKG KGS 417 KYRGYZSTAN KYRGYZSTANKH KHM 116 DEMOCRATICKAMPUCHEA DM.KAMPUCHEAKI KIR 296 KIRIBATI KIRIBATIKM COM 174 COMOROS COMOROSKN KNA 659 SAINTKITTSANDNEVIS STKITTS.NEVISKR KOR 410 "KOREA,REPUBLICOF" "KOREA,REP"KW KWT 414 KUWAIT KUWAITKY CYM 136 CAYMANISLANDS CAYMANISLDSKZ KAZ 398 KAZAKHSTAN KAZAKHSTANLA LAO 418 LAOPEOPLESDEMOCRATICREPUBLIC LAOP.DEM.RLB LBN 422 LEBANON LEBANONLC LCA 662 SAINTLUCIA ST.LUCIALI LIE 438 LIECHTENSTEIN LIECHTENSTEILK LKA 144 SRILANKA SRILANKALR LBR 430 LIBERIA LIBERIALS LSO 426 LESOTHO LESOTHOLT LTU 440 LITHUANIA LITHUANIALU LUX 442 LUXEMBOURG LUXEMBOURGLY LBY 434 LIBYA LIBYAMA MAR 504 MOROCCO MOROCCOMC MCO 492 MONACO MONACOMD MDL 498 "MOLDOVA,REPUBLICOF" "MOLDOVA,REP"MF MAF 663 SAINT-MARTIN SAINT-MARTINMG MDG 450 MADAGASCAR MADAGASCARMH MHL 584 MARSHALLISLANDS MARSHALLISLMI MID 488 MIDWAYISLANDS MIDWAYISLDS
Table 2.1 ISO Country Codes (continued)
Input/Output Information
Input/Output Information Codes 11
Country Code
Alpha-3 Code
Numeric Code
Country Name Abbreviated Country Name
MK MKD 807 "MACEDONIA,THEFORMERYUGOSLAVREPUBLIC"
MACEDONIA
ML MLI 466 MALI MALIMN MNG 496 MONGOLIA MONGOLIAMO MAC 446 MACAU MACAUMP USD 840 NORTHERNMARIANAISLANDS NORTHERNMARMQ MTQ 474 MARTINIQUE MARTINIQUEMR MRT 478 MAURITANIA MAURITANIAMS MSR 500 MONTSERRAT MONTSERRATMT MLT 470 MALTA MALTAMU MUS 480 MAURITIUS MAURITIUSMV MDV 462 MALDIVES MALDIVESMW MWI 454 MALAWI MALAWIMX MEX 484 MEXICO MEXICOMY MYS 458 MALAYSIA MALAYSIAMZ MOZ 508 MOZAMBIQUE MOZAMBIQUENA NAM 516 NAMIBIA NAMIBIANC NCL 540 NEWCALEDNIA NEWCALEDNIANE NER 562 NIGER NIGERNF NFK 574 NORFOLKISLAND NORFOLKISLDNG NGA 566 NIGERIA NIGERIANI NIC 558 NICARAGUA NICARAGUANL NLD 528 NETHERLANDS NETHERLANDSNO NOR 578 NORWAY NORWAYNP NPL 524 NEPAL NEPALNR NRU 520 NAURU NAURUNU NIU 570 NIUE NIUENZ NZL 554 NEWZEALAND NEWZEALANDOM OMN 512 OMAN OMANPA PAN 591 PANAMA PANAMAPC PCI 582 PACIFICISLANDS PACIFICISLDPE PER 604 PERU PERUPF PYF 258 FRENCHPOLYNESIA FR.POLYNESIAPG PNG 598 PAPUANEWGUINEA PAPUAN.GUINPH PHL 608 PHILIPPINES PHILIPPINESPK PAK 586 PAKISTAN PAKISTANPL POL 616 POLAND POLANDPM SPM 666 ST.PIERREANDMIQUELON STPIER.MIQUPN PCN 612 PITCAIRNISLANDS PITCAIRNISLPR PRI 630 PUERTORICO PUERTORICOPT PRT 620 PORTUGAL PORTUGALPY PRY 600 PARAGUAY PARAGUAYQA QAT 634 QATAR QATARRE REU 638 REUNION REUNION
Table 2.1 ISO Country Codes (continued)
Input/Output Information
Input/Output Information Codes 12
Country Code
Alpha-3 Code
Numeric Code
Country Name Abbreviated Country Name
RO ROM 642 ROMANIA ROMANIARS SRB 688 SERBIA SERBIARU RUS 643 RUSSIA RUSSIARW RWA 646 RWANDA RWANDASA SAU 682 SAUDIARABIA SAUDIARABIASB SLB 090 SOLOMONISLANDS SOLOMONISLSSC SYC 690 SEYCHELLES SEYCHELLESSE SWE 752 SWEDEN SWEDENSG SGP 702 SINGAPORE SINGAPORESH SHN 654 ST.HELENA ST.HELENASJ SJM 744 SVALBARDANDJANMAYENISLANDS SVALBARDISLSL SLE 694 SIERRALEONE SIERRALEONESM SMR 674 SANMARINO SANMARINOSN SEN 686 SENEGAL SENEGALSO SOM 706 SOMALIA SOMALIASR SUR 740 SURINAME SURINAMEST STP 678 SAOTOMEANDPRINCIPE SAOTOMEPRNSU SUN 810 UNIONOFSOVIETSOCIALISTREPUBLICS USSRSV SLV 222 ELSALVADOR ELSALVADORSX SXM 534 SINTMAARTEN SINTMAARTENSZ SWZ 748 SWAZILAND SWAZILANDTA TA TAHITI TAHITITC TCA 796 TURKSANDCAICOSISLANDS TURKSCA.ISLTD TCD 148 CHAD CHADTG TGO 768 TOGO TOGOTH THA 764 THAILAND THAILANDTJ TJS 972 TAJIKISTAN TAJIKISTANTK TKL 772 TOKELAU TOKELAUTL TMP 626 EASTTIMOR EASTTIMORTM TMT 934 TURKMENISTAN TURKMENISTANTN TNN 788 TUNISIA TUNISIATO TON 776 TONGA TONGATR TUR 792 TURKEY TURKEYTT TTO 780 TRINIDADANDTOBAGO TRINIDADTBGTV TUV 798 TUVALU TUVALUTW TWN 158 TAIWAN TAIWANTZ TZA 834 UNITEDREPUBLICOFTANZANIA UNTD.RP.TANZUA UKR 804 UKRAINIANSOVIETSOCIALISTREPUBLIC UKRAINESSRUG UGA 800 UGANDA UGANDAUS USA 840 UNITEDSTATESOFAMERICA USAUY URY 858 URUGUAY URUGUAYVA VAT 336 HOLYSEE HOLYSEEVC VCT 670 SAINTVINCENTANDTHEGRENADINES ST.VINCTGRN
Table 2.1 ISO Country Codes (continued)
Input/Output Information
Input/Output Information Codes 13
Country Code
Alpha-3 Code
Numeric Code
Country Name Abbreviated Country Name
VE VEN 862 VENEZUELA(BOLIVARIANREPUBLICOF) VENEZUELA
VG VGB 092 BRITISHVIRGINISLANDS BR.VIRGINISVI VIR 850 UNITEDSTATESVIRGINISLANDS US.VIRGINISVN VNM 704 VIETNAM VIETNAMVU VUT 548 VANUATU VANUATUWF WLF 876 WALLISANDFUTUNAISLANDS WALLISFUT.IWK WAK 872 WAKEISLAND WAKEISLANDWS WSM 882 SAMOA SAMOAXS XS 000 CEDELEUROCLEAR CEDELEUROCLYD YMD 720 DEMOCRATICYEMEN DEM.YEMENYE YEM 886 YEMEN YEMENYU YUG 890 YUGOSLAVIA YUGOSLAVIAZA ZAF 710 SOUTHAFRICA SOUTHAFRICAZM ZMB 894 ZAMBIA ZAMBIAZW ZWE 716 ZIMBABWE ZIMBABWE
Table 2.1 ISO Country Codes (continued)
ISO Currency CodesTheTradeSuiteIDservicesupportsthecurrencycodesshowninTable2.2andmaintainedbyISOatwww.iso.org/iso/currency_codes.Foralistofcountrycodes,seecountrycodes,showninTable2.1.Foralistofcountryandcurrencycodeexceptionsduetoglobaleconomicsanctions,seetheOFACDisclosuresectionavailableontheLearningCenterwebsite.
Currency Code Description
ADP ANDORRANPESETA
AED UAEDIRHAM
AFA AFGHANI
AFN AFGHANI
ALL LEK
AMD ARMENIANDRAM
ANG NETHERLANDSANTILLEANGUILDER
AOA KWANZA
AON NEWKWANZA
ARS ARGENTINEPESO
ATS SHILLING
AUD AUSTRALIANDOLLAR
AWG ARUBANFLORIN
AZN AZERBAIJANMANAT
BAM CONVERTIBLEMARK
Table 2.2 ISO Currency Codes
Input/Output Information
http://www.iso.org/iso/currency_codeshttps://www.dtcclearning.com/products-and-services/menu-institutional-trade-matching/menu-cp-cmi/men-cp-cmi-ofac.html
Input/Output Information Codes 14
Currency Code Description
BBD BARBADOSDOLLAR
BDT TAKA
BEF BELGIANFRANC
BGN BULGARIA
BHD BAHRAINIDINAR
BIF BURUNDIFRANC
BMD BERMUDIANDOLLAR
BND BRUNEIDOLLAR
BOB BOLIVIANO
BOV MVDOL
BRL BRAZILIANREAL
BSD BAHAMIANDOLLAR
BTN NGULTRUM
BWP PULA
BYR BELARUSSIANRUBLE
BZD BELIZEDOLLAR
CAD CANADIANDOLLAR
CDF CONGOLESEFRANC
CHE WIREURO
CHF SWISSFRANC
CHW WIRFRANC
CLF UNIDADESDEFORMENTO
CLP CHILEANPESO
CNY YUANRENMINBI
COP COLOMBIANPESO
COU UNIDADDEVALORREAL
CRC COSTARICANCOLON
CVE CAPEVERDEESCUDO
CZK CZECHKORUNA
DEM DEUTSCHEMARK
DJF DJIBOUTIFRANC
DKK DANISHKRONE
DOP DOMINICANPESO
DZD ALGERIANDINAR
ECS SUCRE
EEK KROON
Table 2.2 ISO Currency Codes (continued)
Input/Output Information
Input/Output Information Codes 15
Currency Code Description
EGP EGYPTIANPOUND
ERN NAKFA
ESP SPANISHPESETA
ETB ETHIOPIANBIRR
EUR EURO
FIM MARKKA
FJD FIJIDOLLAR
FKP FALKLANDISLANDSPOUND
FRF FRENCHFRANC
GBP POUNDSTERLING
GEK GEORGIANCOUPON
GEL LARIGEORGIA
GHC CEDI
GHS GHANACEDI
GIP GIBRALTARPOUND
GMD DALASI
GNF GUINEAFRANC
GRD DRACHMA
GTQ QUETZAL
GWP GUINEA-BISSAUPESO
GYD GUYANADOLLAR
HKD HONGKONGDOLLAR
HNL LEMPIRA
HRD CROATIANDINAR
HRK KUNA
HTG GOURDE
HUF FORINT
IDR RUPIAH
IEP IRISHPOUND
ILS SHEKEL
INR INDIANRUPEE
IQD IRAQIDINAR
ISK ICELANDKRONA
ITL ITALIANLIRA
JMD JAMAICANDOLLAR
JOD JORDANIANDINAR
Table 2.2 ISO Currency Codes (continued)
Input/Output Information
Input/Output Information Codes 16
Currency Code Description
JPY YEN
KES KENYANSHILLING
KGS SOM
KHR RIEL
KMF COMOROFRANC
KRW WON
KWD KUWAITIDINAR
KYD CAYMANISLANDSDOLLAR
KZT TENGE
LAK KIP
LBP LEBANESEPOUND
LKR SRILANKARUPEE
LRD LIBERIANDOLLAR
LSL LOTI
LTL LITHUANIANLITAS
LTT TALONAS
LUF LUXEMBOURGFRANC
LYD LIBYANDINAR
MAD MOROCCANDIRHAM
MDL MOLDOVANLEU
MGA MALAGASYARIARY
MGF MALAGASYFRANC
MKD DENAR
MNT TUGRIK
MOP PATACA
MRO OUGUIYA
MUR MAURITIUSRUPEE
MVR RUFIYAA
MWK MALAWIKWACHA
MXN MEXICANNUEVOPESO
MXV MEXICANUNIDADDEINVERSION(U
MYR MALAYSIANRINGGIT
MZN MOZAMBIQUEMETICAL
NAD NAMIBIADOLLAR
NGN NAIRA
NIO CORDOBAORO
Table 2.2 ISO Currency Codes (continued)
Input/Output Information
Input/Output Information Codes 17
Currency Code Description
NLG NETHERLANDSGUILDER
NOK NORWEGIANKRONE
NPR NEPALESERUPEE
NZD NEWZEALANDDOLLAR
OMR RIALOMANI
PAB BALBOA
PEN SOL
PGK KINA
PHP PHILIPPINEPESO
PKR PAKISTANRUPEE
PLN POLISHZLOTKY
PLZ ZLOTY
PTE PORTUGUESEESCUDO
PYG GUARANI
QAR QATARIRIAL
RON ROMANIANLEU
RSD SERBIADINAR
RUB RUSSIA
RWF RWANDAFRANC
SAR SAUDIRIYAL
SBD SOLOMONISLANDSDOLLAR
SCR SEYCHELLESRUPEE
SEK SWEDISHKRONA
SGD SINGAPOREDOLLAR
SHP ST.HELENAPOUND
SLL LEONE
SOS SOMALISHILLING
SRD SURINAMDOLLAR
SRG SURINAMGUILDER
STD DOBRA
SVC ELSALVADORCOLON
SZL LILANGENI
THB BAHT
TJS SOMONI
TMM MANAT
TMT TURKMENISTANNEWMANAT
Table 2.2 ISO Currency Codes (continued)
Input/Output Information
Input/Output Information Codes 18
Currency Code Description
TND TUNISIANDINAR
TOP PA'ANGA
TPE TIMORESCUDO
TRY NEWTURKISHLIRA
TTD TRINIDADANDTOBAGODOLLAR
TWD NEWTAIWANDOLLAR
TZS TANZANIANSHILLING
UAH UKRAINEHRYVNIA
UAK KARBOVANET
UGX UGANDASHILLING
USD USDOLLAR
USN USDOLLAR(NEXTDAY)
UYI URUGUAYPESOENUNIDADESINDEX
UYU PESOURUGUAYO
UZS UZBEKISTANSUM
VEF BOLIVAR
VND VIETNAMDONG
VUV VATU
WST TALA
XAF CFAFRANCBEAC
XAG SILVER
XAU GOLD
XBA EUROPEANCOMPOSITEUNIT(EURCO
XBB EUROPEANMONETARYUNIT(EMU-6)
XBC EUROPEANUNITOFACCOUNT-9(EU
XBD EUROPEANUNITOFACCOUNT-17(E
XCD EASTCARIBBEANDOLLAR
XDR SDRINT'LMONETARYFUND(I.M.F
XEU EUROPEANCURRENCYUNIT(E.C.U.
XFO GOLD-FRANC(SPECIALSETTLEMENT
XOF CFAFRANCBCEAO
XPD PALLADIUM
XPF CFPFRANC
XPT PLATINUM
XSU SUCRE
XUA ADBUNITOFACCOUNT
Table 2.2 ISO Currency Codes (continued)
Input/Output Information
Input/Output Information Codes 19
Currency Code Description
XXX TRANSACTIONSWITHOUTCURRENCY
YER YEMENIRIAL
YUN YUGOSLAVIANDINAR
ZAL FINANCIALRAND
ZAR RAND
ZMW ZAMBIANKWACHA
ZRN NEWZAIRE
ZWD ZIMBABWEDOLLAR
ZWL ZIMBABWEDOLLAR
Table 2.2 ISO Currency Codes (continued)
Market Codes and AbbreviationsTheTradeSuiteIDservicesupportsthemarketcodesandmarketabbreviations,showninTable2.3andmaintainedbyISOinISO10383:2012,Securities and related financial instruments -- Codes for exchanges and market identification (MIC),whichisavailableontheISOwebsiteathttp://www.iso.org/.
Market code Exchange Abbreviation Area
95 Amex144A 144A USExchanges16 AmexBasketTrade ABSK USExchanges14 AveragePriceTrade AVGP USExchanges03 BrokertoBrokerTrade BKEX USExchanges18 CBOEBasketTrade CBSK USExchanges05 ChicagoStockExchange CSE USExchanges19 CincinnatiStockExchange CSX USExchanges96 NASDPortal 144P USExchanges04 NASDAQOMXBX(Boston) XBOS USExchanges06 NASDAQOMXPHLX(Philadelphia) XPHL USExchanges02 NewYorkStockExchange NYSE USExchanges94 NYSE144A 144N USExchanges01 NYSEAmexEquities ALTX USExchanges15 NYSEBasketTrade NBSK USExchanges07 Option EXER USExchanges13 Other OTH USExchanges09 OvertheCounter OTC USExchanges17 OvertheCounterBasketTrade OBSK USExchanges08 PacificStockExchange PSE USExchanges10 Principal PRN USExchanges12 Special SPC USExchanges11 Syndicate SYN USExchanges51 SyndicateDirectedConcession SYDC USExchanges52 SyndicateOverSubscribed SYOS USExchanges
Table 2.3 Market Codes and Abbreviations
Input/Output Information
http://www.iso.org/
Input/Output Information Codes 20
Market code Exchange Abbreviation Area
53 SyndicateDirected/OverSubscribed SYDO USExchanges90 StockBorrow SBOR USExchanges91 StockLoan SLON USExchanges92 StockLoanRecall SLRC USExchanges93 StockLoanReturn SLRT USExchanges25 BATSBYX YBAT USExchanges
97 InvestorsExchange IEXG USExchanges
98 InvestorsExchange-Dark IEXD USExchanges
PG Asuncion(Paraguay) PGUY Americas(ExcludingUS)BG Bogota(Colombia) BGTA Americas(ExcludingUS)BE BuenosAires(Argentina) BUEN Americas(ExcludingUS)CA Caracas(Venezuela) CRCS Americas(ExcludingUS)KS Kingston(Jamaica) KSTN Americas(ExcludingUS)BO LaPaz(Bolivia) BOLV Americas(ExcludingUS)LI Lima(Peru) LIMA Americas(ExcludingUS)24 MexicoCity(Mexico) MEXC Americas(ExcludingUS)UR Montevideo(Uruguay) URGY Americas(ExcludingUS)22 Montreal(Canada) MONT Americas(ExcludingUS)PN PanamaCity(Panama) PNMA Americas(ExcludingUS)TT PortofSpain(Trinidad/Tobago) TRTO Americas(ExcludingUS)EC Quito(Ecuador) ECUA Americas(ExcludingUS)RI RioDeJaneiro(Brazil) RIOD Americas(ExcludingUS)RO Rosario(Argentina) ROSA Americas(ExcludingUS)CO SanJose(CostaRica) COSR Americas(ExcludingUS)HO SanPedroSula(Honduras) HOND Americas(ExcludingUS)SS SanSalvador(ElSalvador) SANS Americas(ExcludingUS)ST Santiago(Chile) STGO Americas(ExcludingUS)SD SantoDomingo(DominicanRepublic) STOD Americas(ExcludingUS)SP SaoPaulo(Brazil) SAPA Americas(ExcludingUS)BD St.Michael(Barbados) BARB Americas(ExcludingUS)21 Toronto(Canada) TORO Americas(ExcludingUS)23 Vancouver(Canada) VANC Americas(ExcludingUS)41 Amsterdam(Netherlands) AMST EuropeAT Athens(Greece) ATHN EuropeBR Barcelona(Spain) BRCL EuropeBL Bilbao(Spain) BILB EuropeSV Bratislava(Slovakia) SVKA Europe32 Brussels(Belgium) BRUX EuropeBP Budapest(Hungary) BUDP Europe33 Copenhagen(Denmark) DENM EuropeCR Croatia(Zagreb) CROA Europe38 Dublin(Ireland) DUBL Europe34 EuropeanEconomicCommunity EECO Europe37 Frankfurt(Germany) GERF Europe
Table 2.3 Market Codes and Abbreviations (continued)
Input/Output Information
Input/Output Information Codes 21
Market code Exchange Abbreviation Area
46 Geneva(Switzerland) GEVA Europe35 Helsinki(Finland) HELS EuropePT Lisbon(Portugal) PORT EuropeSL Ljubljana(Slovenia) SLOV Europe47 London(UnitedKingdom) LNDN Europe40 Luxembourg(Luxembourg) LUXE Europe43 Madrid(Spain) MADR Europe39 Milan(Italy) ITMI EuropeMO Moscow(Russia) MOSC Europe42 Oslo(Norway) OSLO Europe36 Paris(France) PARI EuropePR Porto(Portugal) PRTO EuropeCZ Prague(CzechRepublic) CZEC EuropeRK Reykjavik(Iceland) ICLA EuropeBU Sofia(Bulgaria) BULG EuropeSG St.Petersburg(Russia) STPT Europe44 Stockholm(Sweden) STOK EuropeVL Valencia(Spain) VLCA EuropeVT virt-x Europe31 Vienna(Austria) VIEN EuropeWZ Warsaw(Poland) WARZ Europe45 Zurich(Switzerland) ZURH EuropeBN Bangalore(India) BNGL PacificBasinBK Bangkok(Thailand) BNGK PacificBasinBB Bombay(India) BMBY PacificBasinCL Colombo(SriLanka) CLMB PacificBasinDH Dhaka(Bangladesh) DHKA PacificBasin73 HongKong(HongKong) HONG PacificBasinJK Jakarta(Indonesia) JKTA PacificBasinKR Karachi(Pakistan) KRCH PacificBasin76 KualaLumpur(Malaysia) MALY PacificBasin78 Manila(Philippines) PHPS PacificBasin72 Melbourne(Australia) MELB PacificBasinND NewDelhi(India) NDEL PacificBasin75 Osaka(Japan) OSAK PacificBasinSE Seoul(Korea) SEUL PacificBasinSH Shanghai(China) SHGH PacificBasinSZ Shenzhen(China) SHEN PacificBasin79 Singapore(Singapore) SGPR PacificBasin71 Sydney(Australia) SYDN PacificBasinTP Taipei(Taiwan) TAIP PacificBasin74 Tokyo(Japan) TOKY PacificBasin77 Wellington(NewZealand) NEWZ PacificBasinIC Abidjan(IvoryCoast) IVCT Africa/MiddleEast
Table 2.3 Market Codes and Abbreviations (continued)
Input/Output Information
Input/Output Information Codes 22
Market code Exchange Abbreviation Area
GH Accra(Ghana) GHNA Africa/MiddleEastAM Amman(Jordan) AMAN Africa/MiddleEastBH Bahrain(Bahrain) BHRN Africa/MiddleEastEG Cairo(Egypt) CIRO Africa/MiddleEastCB Casablanca(Morocco) CSBL Africa/MiddleEastBT Gaborone(Botswana) GBRN Africa/MiddleEastZI Harare(Zimbabwe) ZIMB Africa/MiddleEastIS Istanbul(Turkey) ISTB Africa/MiddleEastSA Johannesburg(SouthAfrica) JHNB Africa/MiddleEastKW Kuwait(Kuwait) KWAT Africa/MiddleEastLA Lagos(Nigeria) LAGS Africa/MiddleEastSW Mbabane(Swaziland) SWZL Africa/MiddleEastOM Muscat(Oman) OMAN Africa/MiddleEastNR Nairobi(Kenya) NRBI Africa/MiddleEastPL PortLouis(Mauritius) PTLS Africa/MiddleEastRY Riyadh(SaudiArabia) RYDH Africa/MiddleEastTA Tel-Aviv(Israel) TLAV Africa/MiddleEastTU Tunis(Tunisia) TUNS Africa/MiddleEastML Valleta(Malta) MLTA Africa/MiddleEastNM Windhoek(Namibia) NMBA Africa/MiddleEast
Table 2.3 Market Codes and Abbreviations (continued)
Index (Benchmark) CodesTable2.4showsthecodesandgivestheshortnameforthecorrespondingmarketindex.
Code Short Name Description
00 Notspecified01 A$SW Australiadollarswaprate02 C$BA Canadiandollarbankersacceptances03 C$CMT Canadiandollarconstantmaturitytreasury04 CMT Constantmaturitytreasury05 FFUND Federalfunds06 GB$SW Sterling/U.S.dollarswaprate07 GBSW Sterlingswaprate08 JYCMT JapaneseYenconstantmaturitytreasury09 JYLIB JapaneseYenLondoninterbankovernightrate10 LIBOR U.S.dollarLondoninterbankovernightrate11 NIKKE NIKKEI300index12 PRIME Primerate13 STLIB SterlingLondoninterbankovernightrate14 US$SR U.S.dollarswaprate
Table 2.4 Index (Benchmark) Codes
Input/Output Information
Input/Output Information Codes 23
Code Short Name Description15 INDU DowJonesindustrialaverage16 $TRAN DowJonestransportationaverage17 $UTIL DowJonesutilitiesaverage18 $NDX NASDAQ100index19 $COMPQ NASDAQcompositeindex20 $NYA NYSEcompositeindex21 $SPX S&P500stockindex22 $MID S&P400midcapstockindex23 $OEX S&P100stockindex24 $IXCO NASDAQhightechnologyindex25 $PSE PSEhightechnologyindex26 $MSH MorganStanleyhightechindex27 $SOX Semiconductorindex28 $XMI AMEXmajormarketindex29 $XAX AMEXcompositeindex30 $TXSX-TC S&P/TSX60index31 $TSX-TC S&P/TSXcompositeindex32 $TSXC-TC S&P/TSX300cappedindex33 $TNX 10yearT-noteinterestrate(X.10)34 $TYX 30yearT-bondinterestrate(X.10)35 $XAU PHLXgoldandsilverindex36 $XOI AMEXoilandgas37 $XVG Valuelineindex(geometric)38 $RUI RUSSELL100039 $RUT RUSSELL200040 $RUA RUSSELL3000
Table 2.4 Index (Benchmark) Codes (continued)
Settlement Location CodesTable2.5showsthesettlementlocationswithallrelateddetails.
Code Location Description Local BIC ID Country Abbreviation
Country Code
Set Type
AD ANDORRA ANDORR AD 2AE U.A.E. CTDTAEA1XXX U.A.E. AE 2AF AFGHANISTAN AFGHANISTAN AF 2AG ANTIGUAANDBARBUDA ANTIGUAAND AG 2AI ANGUILLA ANGUILLA AI 2AL ALBANIA ALBANIA AL 2
Table 2.5 Settlement Location Codes
Input/Output Information
Input/Output Information Codes 24
Code Location Description Local BIC ID Country Abbreviation
Country Code
Set Type
AM ARMENIA ARMENIA AM 2AN NETH.ANTILLES NETH.ANTILL AN 2AO ANGOLA ANGOLA AO 2AQ ANTARTICA ANTARTICA AQ 2AR ARGENTINA ARGENTINA AR 2AS AMERICANSAMOA AMERICANSAM AS 2AT AUSTRIA AUSTRIA AT 2AU AUSTRALIA AUSTRALIA AU 2AUC AUSTRACLEARLIMITED ACLRAU2SXXX AUSTRACLEAR AU 2AW ARUBA ARUBA AW 2AZ AZERBAIJAN AZERBAIJAN AZ 2BA BOSNIA-HERZEGOVINA BOSNIA-HERZE BA 2BB BARBADOS BARBADOS BB 2BD BANGLADESH BANGLADESH BD 2BE BELGIUM BELGIUM BE 2BF BURKINAFASO BURKINAFASO BF 2BG BULGARIA BULGARIA BG 2BH BAHRAIN BAHRAIN BH 2BI BURUNDI BURUNDI BI 2BJ BENIN BENIN BJ 2BM BERMUDA BERMUDA BM 2BN BRUNEIDARUSSALAM BRUNEIDARUS BN 2BO BOLIVIA BOLIVIA BO 2BR BRAZIL BRAZIL BR 2BRC BROKERCUSTODY BROKERCUSTO US 1BS BAHAMAS BAHAMAS BS 2BT BHUTAN BHUTAN BT 2BV BOUVETISLAND BOUVETISLAN BV 2BW BOTSWANA BOTSWANA BW 2BY BELARUS BELARUS BY 2BZ BELIZE BELIZE BZ 2CA CANADA CANADA CA 2CBL COMPANHIABRASILEIRADELIQUIDACAOECUST CLCBBRRJXXX COMPANHIA BR 2CC COCOS(KEELING)ISLANDS COCOS(KEELI CC 2CD CONGOTHEDEMOCRATICREPUBLICOFTHE CONGODEM CD 2CDS CANADIANDEPOSITORYFORSECURITIESLTD CDSLCATTXXX CANADIANDEP CA 2CED CEDEL CEDELULLXXX CEDEL CD 2CF CENTRALAFRICANREPUBLIC CENTRALAFRI CF 2CG CONGO CONGO CG 2CH SWITZERLAND SWITZERLAND CH 2CHS CHESSASXSETTLEMENTANDTRANSFERCORP CAETAU21XXX CHESSASXSE AU 2CI COTED'IVOIRE COTED'IVOIR CI 2CIK CIK(CAISSEINTERPROFESSIONNELLEDEDEPO CIKBBEBBXXX CIK(CAISSE) BE 2
Table 2.5 Settlement Location Codes (continued)
Input/Output Information
Input/Output Information Codes 25
Code Location Description Local BIC ID Country Abbreviation
Country Code
Set Type
CK COOKISLANDS COOKISLANDS CK 2CL CHILE CHILE CL 2CM CAMEROON CAMEROON CM 2CN CHINA CHINA CN 2CO COLOMBIA COLOMBIA CO 2CR COSTARICA COSTARICA CR 2CS CZECHOSLOVAKIA CZECHOSLOVAK CS 2CU CUBA CUBA CU 2CV CAPEVERDE CAPEVERDE CV 2CX CHRISTMASISLAND CHRISTMASIS CX 2CY CYPRUS CYPRUS CY 2CZ CZECHREPUBLIC CZECHREPUBL CZ 2DE GERMANY GERMANY DE 2DJ DJIBOUTI DJIBOUTI DJ 2DK DENMARK DENMARK DK 2DM DOMINICA DOMINICA DM 2DO DOMINICANREPUBLIC DOMINICANRE DO 2DTC DEPOSITORYTRUSTCOMPANY DTCYUS33XXX DTC US 1DZ ALGERIA ALGERIA DZ 2EC ECUADOR ECUADOR EC 2EE ESTONIA ECSDEE2XXXX ESTONIA EE 2EG EGYPT EGYPT EG 2EH WESTERNSAHARA WESTERNSAHA EH 2ER ERITREA ERITREA ER 2ES SPAIN IBRCESMMXXX SPAIN ES 2ET ETHIOPIA ETHIOPIA ET 2EUR EUROCLEAR MGTCBEBEXXX EUROCLEAR GB 2FED THEFEDERALRESERVEBANK FRNYUS33XXX THEFEDRSVE US 1FI FINLAND FINLAND FI 2FJ FIJI FIJI FJ 2FK FALKLANDISLANDS(MALVINAS) FALKLANDIS FK 2FM MICRONESIA MICRONESIA FM 2FNB FIRSTNATIONALBANKOFCHICAGO-LONDON FNDCHICAGO US 2FO FAEROEISLANDS FAEROEISLAN FO 2FR FRANCE FRANCE FR 2GA GABON GABON GA 2GB UNITEDKINGDOM UNITEDKINGD GB 2GD GRENADA GRENADA GD 2GE GEORGIA GEORGIA GE 2GF FRENCHGUIANA FRENCHGUIAN GF 2GG "GUERNSEY,C.I." "GUERNSEY,C." GG 2GH GHANA GHANA GH 2GI GIBRALTAR GIBRALTAR GI 2
Table 2.5 Settlement Location Codes (continued)
Input/Output Information
Input/Output Information Codes 26
Code Location Description Local BIC ID Country Abbreviation
Country Code
Set Type
GL GREENLAND GREENLAND GL 2GM GAMBIA GAMBIA GM 2GN GUINEA GUINEA GN 2GP GUADELOUPE GUADELOUPE GP 2GQ EQUATORIALGUINEA EQUATORIALG GQ 2GR GREECE GREECE GR 2GS S.GEORGIAANDTHES.SANDWICHISLANDSUK S.GEORGIA GS 2GT GUATEMALA GUATEMALA GT 2GU GUAM GUAM GU 2GW GUINEA-BISSAU GUINEA-BISSA GW 2GY GUYANA GUYANA GY 2HK HONGKONG HONGKONG HK 2HKS HONGKONGSECURITIESCLEARINGCO.LTD. XHKCHKH1XXX HONGKONGSE HK 2HM HEARDANDMCDONALDISLANDS HEARDANDMC HM 2HN HONDURAS HONDURAS HN 2HR CROATIA CROATIA HR 2HT HAITI HAITI HT 2HU HUNGARY HUNGARY HU 2ID INDONESIA INDONESIA ID 2IE IRELAND IRELAND IE 2IL ISRAEL ISRAEL IL 2IM ISLEOFMAN ISLEOFMAN IM 2IN INDIA INDIA IN 2IND "S.D.INDEVAL,S.A.DEC.V." INDEMXMMXXX S.D.INDEVAL MX 2IO BRITISHINDIANOCEANTERRITORY BRITISHINDI IO 2IQ IRAQ IRAQ IQ 2IR IRAN(ISLAMICREPUBLICOF) IRAN(ISLAMI IR 2IS ICELAND ICELAND IS 2IT ITALY ITALY IT 2JAS JASDEC JJSDJPJ1XXX JASDEC JP 2JE "JERSEY,C.I." "JERSEY,C.I." JE 2JM JAMAICA JAMAICA JM 2JO JORDAN SEDCJOA1XXX JORDAN JO 2JP JAPAN JAPAN JP 2KE KENYA KENYA KE 2KG KYRGYZSTAN KYRGYZSTAN KG 2KH CAMBODIA CAMBODIA KH 2KI KIRIBATI KIRIBATI KI 2KM COMOROS COMOROS KM 2KN SAINTKITTSANDNEVIS SAINTKITTS KN 2KP "KOREA,DEMOCRATICPEOPLE'SREP.OF" "KOREA,DEMOC" KP 2KR "KOREA,REPUBLICOF" "KOREA,REPUB" KR 2KW KUWAIT KUWAIT KW 2
Table 2.5 Settlement Location Codes (continued)
Input/Output Information
Input/Output Information Codes 27
Code Location Description Local BIC ID Country Abbreviation
Country Code
Set Type
KY CAYMANISLANDS CAYMANISLAN KY 2KZ KAZAKHSTAN KAZAKHSTAN KZ 2LA LAOPEOPLE'SDEMOCRATICREPUBLIC LAOPEOPLE'S LA 2LB LEBANON LEBANON LB 2LC SAINTLUCIA SAINTLUCIA LC 2LI LIECHTENSTEIN LIECHTENSTEI LI 2LK SRILANKA SRILANKA LK 2LR LIBERIA LIBERIA LR 2LS LESOTHO LESOTHO LS 2LT LITHUANIA LITHUANIA LT 2LU LUXEMBOURG LUXEMBOURG LU 2LV LATVIA LATVIA LV 2LY LIBYANARABJAMAHIRIYA LIBYANARAB LY 2MA MOROCCO MOROCCO MA 2MC MONACO MONACO MC 2MD "MOLDOVA,REPUBLICOF" "MOLDOVA,REP" MD 2MDV CAJADEVALORESS.A. CAVLARBAXXX CAJADEVALO AR 2MG MADAGASCAR MADAGASCAR MG 2MH MARSHALLISLANDS MARSHALLISL MH 2MK "MACEDONIA,FORMERYUGOSLAV
REPUBLIC/S.EUR" MACEDONIA MK 2
ML MALI MALI ML 2MM MYANMAR MYANMAR MM 2MN MONGOLIA MONGOLIA MN 2MO MACAU MACAU MO 2MP NORTHERNMARIANAISLANDS NORTHERNMAR MP 2MQ MARTINIQUE MARTINIQUE MQ 2MR MAURITANIA MAURITANIA MR 2MS MONTSERRAT MONTSERRAT MS 2MT MALTA MALTA MT 2MU MAURITIUS MAURITIUS MU 2MV MALDIVES MALDIVES MV 2MW MALAWI MALAWI MW 2MX MEXICO MEXICO MX 2MY MALAYSIA MALAYSIA MY 2MZ MOZAMBIQUE MOZAMBIQUE MZ 2NA NAMIBIA NAMIBIA NA 2NC NEWCALEDONIA NEWCALEDONI NC 2NE NIGER NIGER NE 2NEC NEDERLANDSCENTRALINSTITUTVOORGIRAAL NECINL2AXXX NEDERLANDS NL 2NF NORFOLKISLAND NORFOLKISLA NF 2NG NIGERIA NIGERIA NG 2NI NICARAGUA NICARAGUA NI 2NL NETHERLANDS NETHERLANDS NL 2
Table 2.5 Settlement Location Codes (continued)
Input/Output Information
Input/Output Information Codes 28
Code Location Description Local BIC ID Country Abbreviation
Country Code
Set Type
NO NORWAY NORWAY NO 2NP NEPAL NEPAL NP 2NR NAURU NAURU NR 2NT NEUTRALZONE(BETWEENSAUDIANDIRAQ) NEUTRALZONE NT 2NU NIUE NIUE NU 2NZ NEWZEALAND XNZENZ21XXX NEWZEALAND NZ 2OKB OESTERREICHISCHEKONTROLLBANKAG OEKOATWWXXX OESTERREICHI AT 2OM OMAN OMAN OM 2PA PANAMA PANAMA PA 2PE PERU PERU PE 2PF FRENCHPOLYNESIA FRENCHPOLYN PF 2PG PAPUANEWGUINEA PAPUANEWGU PG 2PH PHILIPPINES PHILIPPINES PH 2PK PAKISTAN PAKISTAN PK 2PL POLAND POLAND PL 2PM ST.PIERREANDMIQUELON ST.PIERREA PM 2PN PITCAIRNISLAND PITCAIRNISL PN 2PR PUERTORICO PUERTORICO PR 2PS PALESTINIANTERRITORYOCCUPIEDMIDDLEE PALESTINIANT PS 2PT PORTUGAL PORTUGAL PT 2PTC PARTICIPANTSTRUSTCOMPANY PTC US 1PW PALAU PALAU PW 2PY PARAGUAY PARAGUAY PY 2PZ PANAMACANALZONE PANAMACANAL PZ 2QA QATAR QATAR QA 2RE REUNION REUNION RE 2RO ROMANIA ROMANIA RO 2RU RUSSIA RUSSIA RU 2RW RWANDA RWANDA RW 2SA SAUDIARABIA SAUDIARABIA SA 2SAD "CENTRALDEPOSITORYLIMITED,THE" CENTRALDEPO ZA 2SB SOLOMONISLANDS SOLOMONISLA SB 2SC SEYCHELLES SEYCHELLES SC 2SCD "CENTRALDEPOSITORY(PTE)LIMITED,THE" CDPLSGSGXXX CENTRALDEP SG 2SCR "CENTRALDEPOSITORY(PTD)LIMITED,THE" CENTRAL SG 2SD SUDAN SUDAN SD 2SE SWEDEN SWEDEN SE 2SEG SISSEGAINTERSETTLEAG INSECHZZXXX SISSEGAINTE CH 2SG SINGAPORE SINGAPORE SG 2SH ST.HELENA ST.HELENA SH 2SI SLOVENIA SLOVENIA SI 2SJ SVALBARDANDJANMAYENISLANDS SVALBARDAND SJ 2SK SLOVAKIA SLOVAKIA SK 2
Table 2.5 Settlement Location Codes (continued)
Input/Output Information
Input/Output Information Codes 29
Code Location Description Local BIC ID Country Abbreviation
Country Code
Set Type
SL SIERRALEONE SIERRALEONE SL 2SM SANMARINO SANMARINO SM 2SN SENEGAL SENEGAL SN 2SO SOMALIA SOMALIA SO 2SR SURINAME SURINAME SR 2ST SAOTOMEANDPRINCIPE SAOTOMEAND ST 2STR STRATE STRAZAJJXXX STRATE ZA 2SV ELSALVADOR ELSALVADOR SV 2SVC SERVICIODECOMPENSACIONYLIQUIDACION SCLVESMMXXX SERVICIODE ES 2SY SYRIANARABREPUBLIC SYRIANARAB SY 2SZ SWAZILAND SWAZILAND SZ 2TC TURKSANDCAICOSISLANDS TURKSANDCA TC 2TD CHAD CHAD TD 2TF FRENCHSOUTHERNTERRITORIES FRENCHSOUTH TF 2TG TOGO TOGO TG 2TH THAILAND TSDCTHBKXXX THAILAND TH 2TJ TAJIKISTAN TAJIKISTAN TJ 2TK TOKELAU TOKELAU TK 2TKD CZECHNATIONALBANK CNBACZPPXXX CZECKNATION CZ 2TM TURKMENISTAN TURKMENISTAN TM 2TN TUNISIA TUNISIA TN 2TO TONGA TONGA TO 2TP EASTTIMOR EASTTIMOR TP 2TR TURKEY TURKEY TR 2TT TRINIDADANDTOBAGO TRINIDADAND TT 2TV TUVALU TUVALU TV 2TW TAIWAN TAIWAN TW 2TZ "TANZANIA,UNITEDREPUBLICOF" "TANZANIA,UN" TZ 2UA UKRAINE NBUAUAUXXXX UKRAINE UA 2UAE U.A.E DIFXAEAAXXX U.A.E AE 2UEC UNIVERSALEXCHANGECORPORATIONLIMITED UNEXZAJJXXX UNIVERSALEX ZA 2UG UGANDA UGBAUGKAXXX UGANDA UG 2UM UNITEDSTATESMINOROUTLYINGISLANDS UNITEDSTATE UM 2US UNITEDSTATES UNITEDSTATE US 1UY URUGUAY URUGUAY UY 2UZ UZBEKISTAN UZBEKISTAN UZ 2VA VATICANCITYSTATE VATICANCITY VA 2VC SAINTVINCENTANDTHEGRENADINES SAINTVINCEN VC 2VE VENEZUELA(BOLIVARIANREPUBLICOF) VENEZUELA VE 2
VG VIRGINISLANDS(BRITISH) VIRGINISLAN VG 2VI "VIRGINISLANDS,U.S." VIRGINISLAN VI 2VN VIETNAM VIETNAM VN 2VPC VP(THEDANISHSECURITIESCENTRE) VPDKDKKKXXX VPDANISHSE DK 2
Table 2.5 Settlement Location Codes (continued)
Input/Output Information
Input/Output Information Codes 30
Code Location Description Local BIC ID Country Abbreviation
Country Code
Set Type
VPS VARDEPAPPERSCENTRALENVPCAB VPCSSESSXXX VARDEPAPPERS SE 2VU VANUATU VANUATU VU 2WF WALLISANDFUTUNAISLANDS WALLISANDF WF 2WS SAMOA SAMOA WS 2YE "YEMEN,REPUBLICOF" "YEMEN,REPUB" YE 2YT MAYOTTEPACIFICBASIN MAYOTTE YT 2YU YUGOSLAVIA YUGOSLAVIA YU 2ZA SOUTHAFRICA STRAZAJJXXX SOUTHAFRICA ZA 2ZM ZAMBIA BAZAZMLUXXX ZAMBIA ZM 2ZR ZAIRE ZAIRE ZR 2ZW ZIMBABWE ZIMBABWE ZW 2
Table 2.5 Settlement Location Codes (continued)
Cancellation Reason CodesThefollowingtableshowsthecancellationreasoncodes.
Code Description
000 Unspecifiedissue.001 Incorrecttradedate.002 Incorrectsettlementdate.003 Incorrectsecuritynumber.004 Incorrectsecuritynumbersystem.005 Incorrectsecuritytype.006 Incorrectsecuritydescription.007 Incorrectsettlementtype.008 Incorrectsettlementlocation.009 Incorrectbuy/sell.010 Incorrectshares/facevalue.011 Incorrectprice.012 Incorrectprincipalamount.013 Incorrectinterest.014 Incorrectcurrencycode.015 Incorrectaverageprice.016 Incorrectcommission.017 Incorrectsplitindicator.018 Incorrectsecurity(regulatory)fees.019 Incorrectregistrationorshippingamount.020 Incorrectresearchamount.
Table 2.6 Cancellation Reason Codes
Input/Output Information
Input/Output Information Codes 31
Code Description021 Incorrectcountrytax.022 Incorrectothercharges.023 Incorrectnetamount.024 Incorrectaccountnumber.025 Incorrectcommissionequivalent.026 Incorrectinterestedparty#1.030 Incorrectinterestedparty#2.034 Incorrectinterestedparty#3.038 Incorrectcustomer.040 Incorrectrole.041 Incorrectmarket.042 Incorrectnetprice.043 Incorrectaccounttype.044 Incorrectalternatecurrency.046 Incorrectalternatecurrencyrate.047 Incorrectalternatenetamount.048 Incorrectinstitution(investmentmanager).049 Incorrectagent.050 Incorrectinterestedparty.051 Incorrectbroker/dealersub-custodian.052 Incorrectagentsub-custodian.053 Incorrectamortizationoraccretionfactor.054 Incorrectspecialinstruction.057 Incorrecttickersymbol.058 Incorrectallocation.059 Dontknow(DK)execution.060 Incorrectcommissiontype.062 Incorrectinstitutionaccountnumber.063 Incorrectstep-inbrokerID.064 Incorrectdummyallocation.065 Incorrectbranchorexecutingbroker.066 Incorrecttransactiontype.067 Incorrectbranchorbrokernotifyindicator.068 IncorrectinstitutionreferenceID.069 Incorrectsubmittinginstitution.070 IncorrectagentID.071 IncorrectIDagentinternalacctnumber.
Table 2.6 Cancellation Reason Codes (continued)
Input/Output Information
Input/Output Information Codes 32
Code Description072 Incorrectprincipalamount.073 IncorrectbrokerofcreditID.074 Incorrectnon-IDbrokercustody.075 Incorrectinstitution(investmentmanager)number.076 Incorrectnon-IDstep-inbroker.077 Incorrectstep-inbrokernotifyindicator.079 Incorrectstep-outreasoncodenumber1.080 Incorrectstep-outreasoncodenumber2.081 Incorrectstep-outreasoncodenumber3.082 Incorrectstep-outreasontext.085 Incorrectbrokerofcreditcommissionorfee.086 Incorrectnoticeoforderexecutionreferenceidentifier.087 Incorrectinvestmentmanagerorderroutingnumber.088 Incorrectstep-outindicator.089 Incorrectdetailreferenceidentifier.090 Incorrectallocationreasoncode.100 Donotknow.101 Duplicateconfirm.102 Sameconfirmandrebill.103 Allocationchange.104 Incorrectdeliveryinstruction.105 Multipleerroneousfields.106 Awaitinginstructiontoaffirm.107 TBAcancelduetoallocation.108 TBAcancellation.109 Poolsubstitution.110 Poolcancellation.111 Mortgage-backedsecuritymiscellaneouscancel.121 IncorrectLong/Shortindicator.122 Cannotlocatesecurities.500 Incorrectcurrentface.501 Incorrectfactororeffectdate.502 Incorrectpoolnumber.503 Incorrectrelatedreferencenumber.504 Incorrectnumberdaysaccruedinterest.505 Incorrectyield.
Table 2.6 Cancellation Reason Codes (continued)
Input/Output Information
Input/Output Information Codes 33
Code Description506 Incorrectissuedate.507 Incorrectrecorddate.508 Incorrecttradetypeindicator.509 Incorrectclearingagentinternalaccountnumber.510 Incorrectinstitutioninternalaccountnumber.511 Incorrectinstitutionorderroutenumber.512 Incorrectadditionalparty#4.513 Incorrectadditionalparty#5.514 Incorrectadditionalparty#1accountnumber.515 Incorrectadditionalparty#2accountnumber.516 Incorrectadditionalparty#3accountnumber.517 Incorrectadditionalparty#4accountnumber.518 Incorrectadditionalparty#5accountnumber.519 Incorrectadditionalparty#6accountnumber.520 Incorrectadditionalparty#1instruction#1.521 Incorrectadditionalparty#2instruction#1.522 Incorrectadditionalparty#3instruction#1.523 Incorrectadditionalparty#4instruction#1.524 Incorrectadditionalparty#5instruction#1.525 Incorrectadditionalparty#6instruction#1.526 Incorrectadditionalparty#1instruction#2.527 Incorrectadditionalparty#2instruction#2.528 Incorrectadditionalparty#3instruction#2.529 Incorrectadditionalparty#4instruction#2.530 Incorrectadditionalparty#5instruction#2.531 Incorrectadditionalparty#6instruction#2.532 Incorrectspecialinslot#01.533 Incorrectspecialinslot#02.534 Incorrectspecialinslot#03.535 Incorrectspecialinslot#04.536 Incorrectspecialinslot#05.537 Incorrectspecialinslot#06.538 Incorrectspecialinslot#07.539 Incorrectspecialinslot#08.540 Incorrectspecialinslot#09.541 Incorrectspecialinslot#10.
Table 2.6 Cancellation Reason Codes (continued)
Input/Output Information
Input/Output Information Codes 34
Code Description542 Incorrectspecialinslot#11.543 Incorrectspecialinslot#12.544 Incorrectspecialinslot#13.545 Incorrectspecialinslot#14.546 Incorrectspecialinslot#15.547 Incorrectspecialinslot#16.560 Incorrectconfirmpurpose.561 Incorrectdeliverymethod.562 Incorrectpricetype.563 Incorrecttradetype.564 Incorrectlegidentifier.565 Incorrectcollateraltype.566 Incorrecttri-partyagent.567 Incorrectstartdate.568 Incorrectenddateormaturitydate.569 IncorrectFINrate.570 Incorrectsecuritieslendingfee.571 Incorrectinterestdays.572 Incorrectaccruedinterestdueatmaturity.573 Incorrecthaircut%.574 IncorrectREPOvalue.575 Incorrectcurrentyield.576 Incorrectyieldtomaturity.577 Incorrectyieldtocall/redemption.578 Incorrectdateddate.579 Incorrectmarkupormarkdownamount/percentagesign.580 Incorrectmarkupormarkdownamount/percentage.581 Incorrectuser-defineddisclosurecode.582 Incorrectbrokertelephonenumber.583 Incorrectallocationsource.584 Incorrectthird-partyremunerationreceivedindicator.999 Otherissue.
Table 2.6 Cancellation Reason Codes (continued)
Input/Output Information
Input/Output Information Codes 35
Ineligible Confirmation CodesTradeinputsubmittedforDepositoryTrustCompany(DTC)settlementcangenerateineligibleconfirmationsforthereasonsshowninTable2.7.DTC-eligibilityisre-evaluatedduringaffirmationandend-of-dayprocessinguntilandincludingS-1.WiththeintroductionofTradeSuiteIDservicenet,eligibilitystatuschangescanoccurintraday.Ifeligibilitychangesbetweentradeinputandaffirmation(includingmatchedaffirmed),theaffirmedormatchedaffirmedconfirmationshowsaneligibilitystatusdifferentfromwhatwaspreviouslyshown.Attheendoftheday,thesystemalsore-evaluateseligibilityforconfirmations(unaffirmedormatchedand/oraffirmed)thatwerepreviouslyreported.Iftheeligibilitystatuschangesduringtheday,thesystemproducesaChangeofEligibilityConfirmation(positions38equalsCOELIGintheTransactionheader)aspartoftheend-of-day(EOD)reports.Thisdoesnotincludeanyconfirmationsforwhicheligibilitywaspreviouslyreportedaschangedataffirmation.
Code1 Explanation20 IDNetchangedtosettlingpredeterminedquantity(PDQ).
IDnettradeconfirmredeterminedtosettletrade-for-trade(PDQ).21 IDNetchangedtoineligible.
IDNettradeconfirmredeterminedasineligible.22 Inventorymanagementservices(IMS)cancelsclearingagentcancel.
IDNettradeconfirmcanceledinIMSbytheclearingagent.23 IMScancelsclearingbrokercancel.
IDNettradeconfirmcanceledinIMSbyclearingbroker.24 IMScancelsclearingbrokerexemption.
IDNettradeconfirmexemptedinIMSbytheclearingbroker.25 IMSreject
IDNettradeconfirmrejectedinIMS.26 ATPreject
IDNettradeconfirmrejectedinATP.27 ATPdrop
IDNettradeconfirmdroppedinATP.28 IMSunprocessedexemption.
IDNettradeconfirmunprocessedexemptioninIMS.29 IMSclearingagentexemption.
IDNettradeconfirmexemptedinIMSbytheclearingagent.31 ClearingagentCNSineligible.
IDNettradeconfirmredeterminedthattheclearingagentCNSineligible.32 ClearingbrokerCNSineligible.
IDNettradeconfirmredeterminedclearingbrokerCNSineligible.
Table 2.7 Ineligible Confirmation Codes
1SeeConfirm Trade Output Message Specification,detailrecord1,positions916925.
Input/Output Information
Input/Output Information Codes 36
Code1 Explanation60 CommitteeonUniformSecurityIdentificationProcedures(CUSIP)isCNSineligibleCUSIP
numberisineligibleforCNSsettlement.61 CUSIPineligible.
CUSIPnumberisineligibleforDTCsettlement.62 CUSIPfrozen
CUSIPnumberisfrozen.64 When-IssuedorWhen-Distributedtrade
Settlementcodeisoneofthefollowing:2=When-Issued3=When-Distributed4=When-IssuedorWhen-Distributed
65 ClearingagentnotSDFSClearingagentbanknumberontheDTC-eligibilityfileisnotsettoSDFS,andthesecurityisanSDFSissue.
66 ClearingbrokernotSDFSClearingbroker/dealernumberontheDTC-eligibilityfileisnotsettoSDFS,andthesecurityisanSDFSissue.
74 SamedaytradeSettlementdateequalsthetradedate.
75 PastdatetradeConfirmdateisgreaterthanthesettlementdateminus2(tradeinputwasenteredonorafterS-2;therefore,thetradeisineligibleforautomatedsettlement).
78 DepositorychillDeliveriesforthissecuritycannotbemadetoorfromaDTCparticipant.
79 AgentparticipantchillParticipantisineligiblefordeliveryprocessingoreurocurrencydeliveryprocessing.
80 BrokerparticipantchillParticipantisineligiblefordeliveryprocessingorEurocurrencydeliveryprocessing.
81 LateaffirmTradewasaffirmedafterS-2andisineligibleforautomatedsettlement.
822 AgentparticipantinvalidClearingagentisnotaDTCparticipant.
832 BrokerparticipantinvalidClearingbrokerisnotaDTCparticipant.
Table 2.7 Ineligible Confirmation Codes (continued)
1SeeConfirm Trade Output Message Specification,detailrecord1,positions916925.2ThisconditiondoesnotoccurwhentheconfirmisinitiallyproducedbyDTC.Itcanonlyoccurduringaffirmation,matching,orchangingtheeligibilityprocessing.
Input/Output Information
Input/Output Information Codes 37
Code1 Explanation842 Securitytypeineligible
Securitytypechangedfromanequitytoabondorfromabondtoanequityforoldformattradeinput.
85 AgentbankineligibleAgentbankisineligibleforDTCprocessing.Thismessageisforold-formatinputonlyandresultsinanineligibleconfirmforDTC-eligibletrades.Thisconditionwouldresultinatradeerroriftheinputwassubmittedinnewformat.
86 Brokerconfirmnumbernotunique.ThisisaninformativemessageanddoesnotaffectDTC-eligibility.Anold-formattradeinputwassubmittedwithaduplicatebroker/dealerconfirmnumber.Thisresultedintradeerror(codeGAABIAAOininteractiveformat).
87 Attempttocancelaffirmedtrade.Thiscodeisgeneratedwhenabroker/dealersubmitsacancellationonatradeinputforanaffirmed,matchedormatchedaffirmedconfirm.
88 FractionalsharesTheconfirmationcontainsfractionalshares.
89 Trade-for-trade(PDQ)redeterminedtosettleIDNet.Theconfirmwasinitiallydeterminedtosettletrade-for-trade(PDQ),butnowsettlingIDNet.
90 DTCtrade-for-tradeconfirmredeterminedtosettleCNS.Confirmwasinitiallydeterminedtosettleasatrade-for-tradedeliveryatDTC;however,afteraffirmation,DTCchangedtheCNSeligibilityoftheprimebroker,orNSCCchangedtheCNSeligibilityofthesecurity;thedeliverysettleswithinCNS.
91 IPOinvalidagentaccount.Thiscodeisusedforflipping,tonotifythepartiestothetradethatthesecurityisatrackinginitialpublicoffering(IPO)andthecustomerofthetradeisnotidentifiedorincorrectlyidentifiedbytheagentinternalaccountnumber.Asaresult,thistradepotentiallycannotsettleatDTC.
92 TBAtradeIneligibleforsettlementatDTC.
99 MiscellaneousInputofconfirmoccurredonorbeforeJune2,1994,anditwasineligiblebasedoneligibilityrequirementsineffectbeforeJune2,1994.Thenewsystemdoesnotsupportacodetoidentifytheseolderrequirements;thesetradeswouldhavepreviouslybeenreportedascodes47,48,49,50,52,53,56,or57.Theyareallreportedwithinthiscategory.
Table 2.7 Ineligible Confirmation Codes (continued)
1SeeConfirm Trade Output Message Specification,detailrecord1,positions916925.
Input/Output Information
Input/Output Information Codes 38
Interactive Format Input to EOD Format Output Code ConversionTable2.8showstheconversionfromcurrencycodesininteractiveformatinputtocurrencycodesinEODformatoutput.
Note
Interactiveformatinputcontaininganyoftheabovecurrencycodesisconvertedtothecorrespondingnumericvalueforreceiptbyend-of-dayformatusers.Allothercurrencycodesareconvertedto99(Other).
Interactive Format End-of-Day Format DomesticUSD 01GBP 02FRF 03CAD 04CHF 05XEU 06DEM 07AUD 08NLG 09HKD 10SGD 11ITL 12KWD 13NOK 14AED 15ARS 16SAR 17ESP 18ATS 19MXP 20SEK 21FIM 22JPY 23ZAR 24BEF 25NZD 28XXX 99
Table 2.8 Currency Codes
Input/Output Information
Input/Output Information Codes 39
Mortgage-Backed Securities Specification CodesTable2.9providesvaluesforspecificationcodes116:
l Tradeinputspecification,positions219506ofrecord4.l Tradeoutputspecification,positions249536ofrecord4.l FieldcodesGAC2inTable3.3.
Inthistable,theabbreviationsintheFielddefinitioncolumnstandforthefollowing:
l ALalphabetic,left-justified.l NUnumeric,right-justified.l CHcharacter,left-justified.l DTdateinYYYYMMDDformat,left-justified.
Code Description Value Length
Field Definition
001 COLLATERALREGION 02 AL(NY,CA,MA)
002 COLLATERALREGIONEXCLUDING 02 AL(NY,CA,MA)
003 ISSUANCEREGIONCODE 02 AL(NY,CA,MA)
004 ISSUANCEREGIONEXCLUDECODE 02 AL(NY,CA,MA)
005 ISSUEDATE-EARLIEST 08 DT
006 ISSUEDATE-LATEST 08 DT
007 MATURITYDATE-EARLIEST 08 DT
008 MATURITYDATE-LATEST 08 DT
020 PIECESmaximumnumberpertrade 04 NU
021 PIECESminimumnumberpertrade 04 NU
022 POOLS-MAXIMUMNUMBER 04 NU
023 POOLSminimumNUMBER 04 NU
024 POOLSMAXIMUMCURRENTFACEVALUE 12 AL/NU(999,000,000.00999,000M999MM)
025 POOLSminimumCURRENTFACEVALUE 12 AL/NU(999,000,000.00999,000M999MM)
026 POOLSPERMILLIONmaximum 02 NU
027 POOLSPERMILLIONminimum 02 NU
040 Variance(Fornon-bondmarketassociation(BMA)standards 12 (X)NU(FLOATINGDECIMAL)
041 NODOWNSIDEVARIANCE(POPULATEY) 01 (X)NU(FLOATINGDECIMAL)
050 Weightedaveragecoupon(WAC)codemaximumpercent(%) 05 (X)NU(FLOATINGDECIMAL)
051 WACcodeminimumpercent(%) 05 (X)NU(FLOATINGDECIMAL)
052 Weightedaveragematurity(WAM)codemaximumnumberofmonths
03 NU
053 WAMcodeminimumnumberofmonths 03 NU
054 Weightedaverageloanage(WALA)/Commercialandgovernmententity(CAGE)maximum
03 NU
Table 2.9 Mortgage-Backed Securities Specification Codes
Input/Output Information
Input/Output Information Codes 40
Code Description Value Length
Field Definition
055 WALA/CAGEminimum 03 NU
060 INDEX 06 AL/NU
070 INTERESTRATECAPmaximum 06 (X)NU(FLOATINGDECIMAL)
071 INTERESTRATECAPminimum 06 (X)NU(FLOATINGDECIMAL)
072 PAYMENTPERCENTAGECAPmaximum 06 (X)NU(FLOATINGDECIMAL)
073 PAYMENTPERCENTAGECAPminimum 06 (X)NU(FLOATINGDECIMAL)
074 PERIODICCAPmaximum 06 (X)NU(FLOATINGDECIMAL)
075 PERIODICCAPminimum 06 (X)NU(FLOATINGDECIMAL)
076 RESETDATE-EARLIEST 08 DT
077 RESETDATE-LATEST 08 DT
100 REASSIGNMENT 15 CH
999 FREEFORMSPECIFICATION 15 AL/NU
Table 2.9 Mortgage-Backed Securities Specification Codes (continued)
Moodys Conversion Codes and RatingsTable2.10showstheMoodysconversioncodesandratings.
Position 412413 Rating
96 AAA*
95 AAA
90 AA1
85 AA
84 AA2
83 AA3
75 A1
65 A
64 A2
63 A3
55 BAA1
45 BAA
44 BAA2
43 BAA3
40 BA1
35 BA
34 BA2
33 BA3
Table 2.10 Moody's Conversion Codes and Ratings
Input/Output Information
Input/Output Information Codes 41
Position 412413 Rating
30 B1
25 B
24 B2
23 B3
22 CAA1
21 CAA
20 CAA2
19 VMIG4
18 VMIG3
17 VMIG2
16 VMIG1
15 CAA3
14 CA1
13 CA
12 CA2
11 CA3
10 Underreview
09 C
08 P-1
07 P-2
06 P-3
04 MIG-4
03 MIG-3
02 MIG-2
01 MIG-1
00 Non-rated
Table 2.10 Moody's Conversion Codes and Ratings (continued)
Standard & Poors Conversion Codes and RatingsTable2.11showstheStandard&Poors(S&P's)conversioncodeandratings.
Position 417418 Code Rating Type
99 AAAL Longterm
96 AAA* Longterm
95 AAA Longterm
89 AAL Longterm
Table 2.11 S&Ps Conversion Codes and Ratings
Input/Output Information
Input/Output Information Codes 42
Position 417418 Code Rating Type
86 AA+ Longterm
85 AA Longterm
84 AA- Longterm
79 A-3 Shortterm
78 A-2 Shortterm
77 A-1 Shortterm
76 A+ Longterm
75 A Longterm
74 A- Longterm
73 A-1+ Shortterm
72 A-1 Commercialpaper
71 A-1+ Commercialpaper
70 A-2 Commercialpaper
69 A-3 Commercialpaper
66 BBB+ Longterm
65 BBB Longterm
64 BBB- Longterm
56 BB+ Longterm
55 BB Longterm
54 BB- Longterm
47 B Commercialpaper
46 B+ Longterm
45 B Longterm
44 B- Longterm
36 CCC+ Longterm
35 CCC Longterm
34 CCC- Longterm
25 CC Longterm
24 E-1 Eventrisk
23 E-2 Eventrisk
22 E-3 Eventrisk
21 E-4 Eventrisk
20 E-5 Eventrisk
15 C Longterm
14 C Commercialpaper
11 Underreview Longterm
06 D Commercialpaper
05 D Longterm
Table 2.11 S&Ps Conversion Codes and Ratings (continued)
Input/Output Information
Input/Output Information Codes 43
Position 417418 Code Rating Type
04 SP-3 Shortterm
03 SP-2 Shortterm
02 SP-1 Shortterm
01 SP-1+ Shortterm
00 Non-rated Longterm
00 Non-rated Shortterm
Table 2.11 S&Ps Conversion Codes and Ratings (continued)
Security Numbering SystemsTable2.12showsthesecuritynumberingcodes.Inthistable,ISINistheinternationalsecuritiesaccountinformation.
Notes
l AddedCEDEL[Clearstream](CE),CommonCode(CEDEL/Euroclear)(XS),Spain(ES),andSweden(SE)tothesecuritynumberingsystemcodes.
l Previously,LuxembourgandCEDEL(Clearstream)sharedthesamesecuritynumberingsystemcode(LU).ThatcodeisnowusedexclusivelybyLuxembourgandCEDELhasthenewcode(CE).Thelengthofthesecurityidentifieris07forLuxembourgand06forCEDEL.ThischangeshouldbenotedbecauseDTCvalidatesthesecuritynumberingsystemcodeagainstthelengthofthesecurityidentifierstringentered.
Code and Description Security Length
Convert/ISIN Allow Translation
AT=Wertpapierkennummer(Austria) 06 No Yes
AU=Australia 09 Yes Yes
BE=SecretariatdesValeursMobilires-sum(Belgium) 08 No Yes
BR=Brazil 09 Yes Yes
CE=CEDEL(Clearstream) 06 No Yes
CH=Valorennummer(Switzerland) 06 No Yes
DE=Wertpapierkennummer(Germany) 06 No Yes
DK=Fondskode(Denmark) 07 No Yes
ES=Spain 08 No Yes
EU=Euroclear 09 No Yes
FR=SICOVAM(France) 06 No Yes
GB=SEDOL(StockExchangeDailyOfficialList)(UnitedKingdom)
07 No Yes
IE=Ireland 09 No No
IS=ISIN 06 No Yes
Table 2.12 Security Numbering Systems
Input/Output Information
Input/Output Information Codes 44
Code and Description Security Length
Convert/ISIN Allow Translation
IT=CodiceUIC(Italy) 06 No Yes
JP=QUICK(Japan) 09 No Yes
LU=Luxembourg 07 No Yes
MX=Mexico 09 Yes Yes
NL=Netherlands 06 No Yes
NO=Norway 06 No Yes
RU=Reuters 12 No No
SE=Sweden 06 No Yes
US=CUSIP(UnitedStates) 09 No Yes
XS=CommonCode(CEDEL/Euroclear) 09 No Yes
99=UserOriginated 12 No No
Table 2.12 Security Numbering Systems (continued)
Expanded Security TypesTable2.13showsthesecuritytypesbytheiracronymsandmeanings.
Acronym Security Type Acronym Security Type
ABS Asset-BackedSecurity GDS GovernmentDebtSecuritiesADR AmericanDepositoryReceipts GMR GinnieMaeREMICSAGS Agencies GNM GinnieMaeBAS Banker'sAcceptances ITS IndexedTreasurySecuritiesCDS CorporateDebtSecurities MBS Mortgage-BackedSecuritiesCER RepresentativeCertificates MMI MoneyMarketInstrumentsCMO CollateralizedMortgageObligation MSC MiscellaneousCOD CertificateofDeposit MTN MediumTermNotesCOL Collateral MUN MunicipalBondsCON ConvertibleBond NSD Non-U.S.SovereignDebtCPA CommercialPaper OMB OtherMortgage-BackedSecuritiesCPN Coupons OMM OtherMoneyMarketInstrumentsCS1 U.S.CashWireNumber1 OPC OptionsContractsCS2 U.S.CashWireNumber2 OPS OptionSharesCS3 U.S.CashWireNumber3 PRC PremiumContractsCS4 U.S.CashWireNumber4 PRS PremiumSharesCS5 U.S.CashWireNumber5 RTE RentesCSH U.S.CashWire RTS RightsDFI DTCOmnibus SHP Equities-PreferredShares
Table 2.13 Expanded Security Types
Input/Output Information
Input/Output Information Codes 45
Acronym Security Type Acronym Security Type
EBD Eurobonds SHS Equities(Shares)ECD EuroCD SLA StudentLoanMarketingAssociationECP EuroCP TBI TreasuryBillsENT Euronotes TEM TaxExemptMoneyMarketsFFI FixedIncomeOmnibus TRB TreasuryBondsFIN FinancingTransaction TRN TreasuryNotesFMR FreddieMacREMICS TRS TreasuryStripsFNM FannieMae UNT UnitsFNR FannieMaeREMICS WTS WarrantsFPA FaceorPrincipalorNominalAmount XCP TaxExemptCommercialPaperFRM FreddieMac
Table 2.13 Expanded Security Types (continued)
Table2.14showsparent/childrelationshipsoftheexpandedsecuritytypesusedformatchingpurposes.
Parent Security Type Child Security TypeCDS(CorporateDebt) CDS(CorporateDebt)CER(RepresentativeCertificates) CER(RepresentativeCertificates)CON(ConvertibleBond) CON(ConvertibleBond)COL(Collateral) COL(Collateral)CPN(Coupons) CPN(Coupons)CSH(U.S.CashWire) CSH(U.S.CashWire)CSH(U.S.CashWire) CS1(U.S.CashWireNumber1)CSH(U.S.CashWire) CS2(U.S.CashWireNumber2)CSH(U.S.CashWire) CS3(U.S.CashWireNumber3)CSH(U.S.CashWire) CS4(U.S.CashWireNumber4)CSH(U.S.CashWire) CS5(U.S.CashWireNumber5)DFI(DTCOmnibus) DFI(DTCOmnibus)EBD(Eurobonds) EBD(Eurobonds)ECP(EuroCP) ECP(EuroCP)ENT(Euronotes) ENT(Euronotes)FFI(FixedIncomeOmnibus) FFI(FixedIncomeOmnibus)FIN(FinancingTransaction) FIN(FinancingTransaction)FPA(FaceorPrincipalorNominalAmount) FPA(FaceorPrincipalorNominalAmount)GDS(GovernmentDebtSecurities) AGS(Agencies)GDS(GovernmentDebtSecurities) GDS(GovernmentDebtSecurities)GDS(GovernmentDebtSecurities) ITS(IndexedTreasurySecurities)GDS(GovernmentDebtSecurities) SLA(StudentLoanMarketingAssociation)
Table 2.14 Expanded Security Type Parent/Child Relationships
Input/Output Information
Input/Output Information Codes 46
Parent Security Type Child Security TypeGDS(GovernmentDebtSecurities) TBI(TreasuryBills)GDS(GovernmentDebtSecurities) TRB(TreasuryBonds)GDS(GovernmentDebtSecurities) TRN(TreasuryNotes)GDS(GovernmentDebtSecurities) TRS(TreasuryStrips)MBS(Mortgage-BackedSecurities) ABS(Asset-BackedSecurities)MBS(Mortgage-BackedSecurities) CMO(CollateralizedMortgageObligation)MBS(Mortgage-BackedSecurities) FMR(FreddieMacREMICS)MBS(Mortgage-BackedSecurities) FNM(FannieMae)MBS(Mortgage-BackedSecurities) FNR(FannieMaeREMICS)MBS(Mortgage-BackedSecurities) FRM(FreddieMac)MBS(Mortgage-BackedSecurities) GMR(GinnieMaeREMICS)MBS(Mortgage-BackedSecurities) GNM(GinnieMae)MBS(Mortgage-BackedSecurities) MBS(Mortgage-BackedSecurities)MBS(Mortgage-BackedSecurities) OMB(OtherMortgage-BackedSecurities)MMI(MoneyMarketInstruments) BAS(BankersAcceptances)MMI(MoneyMarketInstruments) COD(CertificateofDeposit)MMI(MoneyMarketInstruments) CPA(CommercialPaper)MMI(MoneyMarketInstruments) ECD(EuroCD)MMI(MoneyMarketInstruments) MMI(MoneyMarketInstruments)MMI(MoneyMarketInstruments) MTN(MediumTermNotes)MMI(MoneyMarketInstruments) OMM(OtherMoneyMarketInstruments)MSC(Miscellaneous) MSC(Miscellaneous)MUN(MunicipalBonds) MUN(MunicipalBonds)NSD(Non-U.S.SovereignDebt) NSD(Non-U.S.SovereignDebt)OPC(OptionContracts) OPC(OptionContracts)OPS(OptionShares) OPS(OptionShares)PRC(PremiumContracts) PRC(PremiumContracts)PRS(PremiumShares) PRS(PremiumShares)RTE(Rentes) RTE(Rentes)RTS(Rights) RTS(Rights)SHS(Equities[Shares]) ADR(AmericanDepositoryReceipts)SHS(Equities[Shares]) SHP(Equities-PreferredShares)SHS(Equities[Shares]) SHS(Equities[Shares])SHS(Equities[Shares]) WTS(Warrants)TEM(Tax-ExemptMoneyMarkets) TEM(Tax-ExemptMoneyMarkets)TEM(Tax-ExemptMoneyMarkets) XCP(Tax-ExemptCommercialPaper)UNT(Units) UNT(Units)
Table 2.14 Expanded Security Type Parent/Child Relationships (continued)
Input/Output Information
Input/Output Information Codes 47
Transaction TypesTable2.15showsthetransactiontypes.
Transaction name (number)
Description
NewConfirm(1) Broker/dealerconfirmnumbercannotbethesameasanactivetradeorcancellation.
Cancelation(3) Cancellationsrequire:l Executingbroker/dealernumberl Broker/dealerconfirmnumber(identifyingthecancellation)l Originalbrokerconfirmnumber(identifyingtheconfirmtobecanceled)l CancellationreasoncodeTheTradeSuiteIDserviceignoresallotherfieldswithintheinputrecord.TheBroker/DealerConfirmNumberfield,whichidentifiesthecancellation(seePositions347358),candifferfromtheBroker/DealerConfirmNumberontheconfirmtobecanceled.EnsuretheOriginalBrokerConfirmNumberfield(seePositions209220)isthesameasintheexistingconfirmtobecanceled.Unlesstheoriginalconfirmationismatchedoraffirmed,thecancellationconfirmdeactivatestheoriginalconfirm.Iftheconfirmtobecanceledismatchedoraffirmed,acancellationisgeneratedandtheCancellationAfterAcknowledgmentfield(ontheOutputRecord)issettoY.Thiscancellationisonlyforinformativepurposes,astheexistingmatchedoraffirmedconfirmremainsactiveandcansettle.
Resubmission(4) Thisactionwasnotimplemented.
Table 2.15 Transaction Types
Input/Output Information
Input/Output Information Codes 48
Interactive FieldsTable2.16showstheinteractiveprocessingfieldsthatarenotsupportedbyoldend-of-dayformats.
Record type Fields
RecordType1 SplitCurrencyIndicator QCExemptionIndicator SettlementLocation SecurityNumberingSystem AlternateCurrencyConversionRate AlternateCurrencyISOCode AlternateCurrencyNetAmount OriginalBrokerConfirmNumber ConfirmProcessTime DesignatedAffirmingPartyNumber DesignatedAffirmingPartyType ConfirmProcessDate AdditionalParty#1Type AdditionalParty#2Type InstitutionContact ALERTAccountFoundIndicator CancelationAfterAcknowledgment MatchedIndicator MatchingVariance VarianceDirection Amortized/AccretedFactor AdditionalParty#3Type AdditionalParty#3Number AdditionalParty#3Account AdditionalParty#3Line1 AdditionalParty#3Line2RecordType2
SubjecttoFederalTaxAlternateMinimumTaxAdditionalParty#3NameOriginalInputSecurityNumberingSystemOriginalInputSecurityIdentifierCUSIP/CANSSecurityNumberingSystemCUSIP/CANSSecurityIdentifier
Table 2.16 Interactive Fields
Input/Output Information
Processing Procedures 49
3. PROCESSING PROCEDURESThissectionexplainstheprocessingproceduresandtradeinputcodes.ProcessingproceduresdependonwhethertheComputer-to-ComputerFacility(CCF)orMessageQuerying(MQ)isinuse.
Computer-to-Computer Facility (CCF)Computer-to-ComputerFacility(CCF)processingisdoneintwostages:
1. Thesign-onisvalidatedwiththedataenteredtoensurethatthesubmittercanenterdatafortherecordsbeingprocessedandthereceiptofthedataiswithintheappropriatetimeframe.Thiseditingisdonewhiletheuserisontheline.ThesubmitterreceivestheinputrecordreturnedwiththeFeedbackIndicatorsetto?andablock(Table3.1below)indicatingspecificsappendedtotheendoftherecord.
2. ThesecondstageofCCFprocessingoccurswhentheusercompletesthetransmission.Thistypeofeditingconsistsoffieldvalidation.Iferrorsarefoundatthispointinprocessing,amessageprefix(Table3.2onthenextpage)isappendedtothefrontoftherecordandtheblockisappendedtotheendoftherecord.Therecordisloggedtotheusersmailboxforoutputreceipt.
Block SpecificationTable3.1showstheblockspecification.
Position Length Format Field name Field description1 8 Character Code1 Identifiesthefieldandthereasonwhythefieldiserroneous.In
eachcode,l Firstfourcharactersidentifythefield.l Nextfourcharactersidentifythereasonwhythefieldis
erroneousForcodevalues,seeTable3.3onpage51.
9 8 Character Code2
17 8 Character Code3
25 8 Character Code4
33 8 Character Code5
Table 3.1 Block Specification
Input/Output Information
Processing Procedures 50
Message Prefix SpecificationTable3.2showsthemessageprefixspecificationappendedtothefrontoftherecordforCCF.
Position Length Format Field name Validate Description1 1 Character Filler - Reserved.Donotuse.1 1 Character Message
Flag- O=currentdaymessage
R=currentdayreprintU=currentdaymessagerequestedoutofsequenceY=priordaymessage.
3 1 Character Filler - Reserved.Donotuse.4 10 Character Destination
ID- Identifierofmessagequeuethemessagewasreceived
from(=8-characterusersign-onplus2-characterdestination).
14 1 Character Filler - (Constantvalue).15 6 Numeric Message
SequenceNumber
- UniquemessagesequencenumberassignedbyDTCsMessageDeliverySystemforeachDestinationID(seePosition4).
Table 3.2 Message Prefix Specification
Formoreinformation,seeInterface Control ManageravailableintheTradeSuiteID8.0sectionoftheInstitutionalTradeProcessing-TradeSuiteIDLearningCenter.
Message Querying (MQ)ForMessageQuerying(MQ),theprocesseshappenwhiletheuserisontheline.Therefore,onlytheblockisreturned.Forafulldescriptionoftheblockandmessageprefix,see Interface Control ManagerTradeSuiteID8.0sectionoftheInstitutionalTradeProcessing-TradeSuiteIDLearningCenter.
CodesThepreviousIDsystemprovidedforthreetypesoftradeinputvalidationcodes:
l TradeInputCodesl IneligibleConfirmationCodes
SeeSection170oftheIDSystemUsermanualorSectionMoftheparticipantOperatingProcedures.Informativeconfirmedits,suchasNoSecurityDescription,wereeliminatedinfavorofcombinedfieldcodesandreasoncodes.
Input/Output Information
https://www.dtcclearning.com/products-and-services/menu-institutional-trade-matching/menu-tsid/menu-tsid-80.htmlhttps://www.dtcclearning.com/products-and-services/menu-institutional-trade-matching/menu-tsid.htmlhttps://www.dtcclearning.com/products-and-services/menu-institutional-trade-matching/menu-tsid/menu-tsid-80.htmlhttps://www.dtcclearning.com/products-and-services/menu-institutional-trade-matching/menu-tsid/menu-tsid-80.htmlhttps://www.dtcclearning.com/products-and-services/menu-institutional-trade-matching/menu-tsid.html
Processing Procedures 51
Trade Input CodesThecombinationofthefieldcodeandreasoncodeformulatesthecode.Tradeinputsthatcontainoneormoreoftheseerrorsarereturnedtothesubmitterinthesamemedia.Noconfirmationisproduced.Table3.3showsthetradeinputcodesalphabeticallybyfieldcodeandthenbyreasoncode.
Field code
Reason Code
Descriptions
AAAA 9AAA
Transaction PrefixTransactionheaderisnotequaltooneoftheacceptablevalues.
9AAE Informationinthetransactionheaderisinvalid.9AAN TransactionheadertypeisineligibleforIDprocessing.
AAAB 9AAE
Transaction TypeTransactiontypedoesnotequal:1=New3=Cancellation4=Resubmission
IABG Recordtypeindicatedinthetransactionheaderisinvalid.AAAI 9AAE Production/Test Indicator
Headerforproduction/testindicatorisnotequaltoanacceptablevalues.9ABC Production/testindicatorisinvalidormissing.IAA3 Production/testindicatorisnotequaltooneoftheacceptablevalues.
AAAJ 9AAE
Header Record SuffixHeadersuffixisinvalid.
IAB6 Recordsuffixisnotequaltooneoftheacceptablevalues.AAAK
9AAEVersion NumberVersionnumberisnotequaltooneoftheacceptablevalues.
IAB6 Invalidversionnumberforstep-outprocessing.IABG Headerversionnumberisinvalid.
AZZZ 9AA6
Transaction RecordTransactionrecordisaduplicate.
9AAA Transactiondatarecordisinvalid.9AAE Cancellationrecordcontainedinvaliddata.9AAI Datarecordisinaninvalidformat.9ZZZ Relatedrecordinerror.IADY Securitytyperequiresrecord4.IAET REPOfieldsmissing.
Table 3.3 Trade Input Codes
Input/Output Information
Processing Procedures 52
Field code
Reason Code
Descriptions
BAAA 9AAF
Settlement DateSettlementdateisnotnumeric.
9AAJ Settlementdateis:l Notwithintwoyearsofthecurrentdate.l InvalidsettlementdateforDTC.l Invalidcalendardate.l Equaltozero.
9AAK Settlementdateisbeforethetradedate.9ADI Settlementdateisafterthecutoff.
BAAB 9AAJ
Trade DateTradedateis:l Notnumericl Lessthanzerol Invalidcalendardate
IAAF TradedateisgreaterthanthecurrentdateforsettlementintheUS.IAAG Tradedateexceedsthecurrentdate,U.S.EasternTime,bymorethanoneday.IAAH Tradedateislessthanthecurrentdateminus250settlementdays.
BAAI IAEK
Maturity DateMaturitydateisinvalid.
BABM 9AAA
Factor Effective DateFactoreffectivedateisaninvaliddayoftheyear.
BABN 9AAA
Issue DateIssuedateisaninvaliddayoftheyear.
BABO 9AAA
Delivery DateDeliverydateisaninvaliddayoftheyear.
BABP 9AAA
Option Expiration DateOptionexpirationdateisaninvaliddayoftheyear.
BABQ 9AAA
Record DateRecorddateisaninvaliddayoftheyear.
BADG 9AAA Tradeexecutiondateisinvalid.CAA1
9AAABroker-Executing Broker IdentifierInvalidexecutingbroker,brokerID,orbusinessidentifiercode(BIC).
9AAF Broker,executingbrokerIDnotnumeric.9AAN Broker/ExecutingBrokernotIDeligible.IAA4 Rejectionnotsentbytheexecutingbroker.IAAE Brokerinvalidforacknowledgment.IABI Commonallocationrejectionwithdetailmatch.
Table 3.3 Trade Input Codes (continued)
Input/Output Information
Processing Procedures 53
Field code
Reason Code
Descriptions
CAA2 9AAN
Clearing Broker IdentifierClearingbrokerisineligibleforIDprocessing.
IAAE Clearingbrokerinvalidforacknowledgment.CAA3
9AAAStep-in Broker/Dealer IdentifierIDstep-inbrokerBICisinvalid.
9AAF IDstep-inbrokernotnumeric.9AAN Step-inbrokerisanineligibleID.IAAE Step-inbrokerinvalidforacknowledgment.
CAA5 IAAE
Custodian/Agent IdentifierCustodianbanknotturnedonforhuboutput.
IAEV Custodian/agentnotahubuser.CAA6 IAEO Custodian/agentidentifiercustomerbankisspaces.CAAA
9AAAInstitution IdentifierInstitutionBICnumberisinvalid.
9AAE Institutionnumberdoesnotequalthesubmittinginstitution.9AAF Institutionnumberisnotnumeric.9AAN InstitutionisinvalidorineligibleforIDprocessing.9ABB InstitutionnumberwasnotfoundintheDTCdatabase.9ABG Institutionupdatesarenotpermitted.9ABM Institutionisnotpermittedtosubmitthismessagetype.IAAE Institutionelectednottoreceiveoutput.IAAL Nomatchcouldbemadetotheinstitution,theaccountnumberismissingoraccountnot
foundontheALERTplatform.IAAW Notdestinedformatchinganddidnotelecttonotifythebrokerorbranch.IABE InstitutionS/Bnoteligible.IAER InstitutionIDisunauthorizedfortheaccountnumber.
CAAB 9AAF
Executing Broker/Dealer IdentifierBranchorexecutingbroker/dealeridentifiernumberisnotnumeric.
9AAN Executingbroker/dealerisineligibleforIDprocessing.9ABB Executingbroker/dealernumbernotfoundintheDTCdatabase.9ABM Brokerisaninvalidsubmitterforthismessagetype.IAA4 Brokerisnotpermittedtorejectthismessagetype.IAAE Branchorbrokerelectednottoreceivetheoutput.IABE BrokerisineligibleforIDprocessing.IABI Rejectionduetoatleastonedetailrecordhasalreadymatched.
Table 3.3 Trade Input Codes (continued)
Input/Output Information
Processing Procedures 54
Field code
Reason Code
Descriptions
CAAC 9AAN
Affirming party IdentifierAffirmingpartyisineligibleforIDprocessing.
IAAB Affirmingpartynumberisinvalid.IAAC Affirmingpartyisnotonthetrademessage.IAAD Affirmingpartyisnotaninstitution,agent,orcustomer.IDEJ Invalidreverseaffirmingparty.
CAAE 9AAN
Broker/dealer sub-custodian identifierBroker/dealersub-custodianisineligibleforIDprocessing.Otherwise,ifnotprovided,enterspacesorzeros.
CAAF 9AAN
Step-in Broker/Dealer IdentifierIDstep-inbroker/dealerisineligibleforIDprocessing.
IAAE Step-inbrokeranditsclearingbrokerelectednottoreceiveInstitutionalInstructions(IIs),andthenotifyindicatorisequaltoY.
CAAG 9AAN
Agent Sub-CustodianAgentsub-custodianisineligibleforIDprocessing.Otherwise,ifnotprovided,enterspacesorzeros.
CAAH 9AA5
Agent IdentifierIDagentnumberisinvalidorblank.
9AAF IDagentnumberisnotnumeric.9AAN AgentnumberisineligibleforIDprocessing.9ABB AgentnumberwasnotfoundintheDTCdatabase.9ABG Agentupdatenotallowed.9ABM Agentinvalidsubmitterforthismessagetype.9ADF Agentisprimebroker.IABE AgentS/Bineligible.
CAAI 9AAN
Interested Party #1 IdentifierInterestedparty#1isineligibleforIDprocessing.Otherwise,ifnotprovided,enterspacesorzeros.
9ABB InterestedpartyIDnumberwasnotfoundintheDTCdatabase.9ABG Interestedparty#1updatenotallowed.9ABM Interestedparty#1notpermittedtosubmitthismessagetype.IABE InterestedpartyS/Bineligible.
CAAJ 9AAN
Issuing Agent IdentifierIssuingagentnumberisineligibleforIDprocessing.
9ABB IssuingagentnumberwasnotfoundintheDTCdatabase.IABE IssuingagentS/Bineligible.
Table 3.3 Trade Input Codes (continued)
Input/Output Information
Processing Procedures 55
Field code
Reason Code
Descriptions
CAAN 9AA6
ID Broker of Credit IdentifierDuplicateIDbrokerofcredit.
9AAA IDbrokerofthecreditidentifierorBICisinvalid.9AAF IDbrokerofcreditidentifiernumberisnotnumeric.9AAN IDbrokerofthecreditidentifiernumberisineligibleforIDprocessing.
CAAO 9AAN
Interested Party #2 IdentifierInterestedparty#2isineligibleforIDprocessingorisinvalid.Otherwise,ifnotprovided,enterspacesorzeros.
9ABG Interestedparty#2identifierupdatenotallowed.CAAP
9AANInterested Party #3 IdentifierInterestedparty#3isineligibleforIDprocessingorisinvalid.Otherwise,ifnotprovided,enterspacesorzeros.
9ABG Interestedparty#3identifierupdatenotallowed.CAAQ
9AAASubmitting InstitutionSubmittinginstitutionBICorIDisinvalid.
9AAN SubmittinginstitutionisineligibleforIDprocessing.IAAE SubmittinginstitutionelectednottoreceivetheIIrejection.IACF Commonrecordnotfound.IAER SubmittinginstitutionIDnotauthorizedforACRNM.
CAAR 9AAA
Branch Office IdentifierBranchIDnumberisinvalid.
9ABB Branchandbrokerunrelated.CAAS
9AAENon-ID Step-in BrokerWhenspecifyingtheIDstep-inbroker,enterspacesforthenon-IDstep-inbroker.
CAAU 9AA5
ID Agent Internal Account NumberIDagentinternalaccountnumberwasnotentered.
CAAY 9AAN
Clearing Broker IdentifierClearingbrokerisineligibleforIDprocessing.
IABH Clearingbrokerisinactive.IAAE ClearingbrokerelectednottoreceiveIIs.
CABB 9AAN
Customer IdentifierCustomeridentifierisineligibleforIDprocessing.Otherwise,ifnotprovided,enterspacesorzeros.
9ABG Customeridentifierisnotallowed.9ABM Customeridentifierisaninvalidsubmitter.
CABC 9ANN
Submitter IdentifierSubmitterisnotpartytothetrade.
IAAB Submitterisnotanaffirmingagent.
Table 3.3 Trade Input Codes (continued)
Input/Output Information
Processing Procedures 56
Field code
Reason Code
Descriptions
CACE 9AAA
Additional Party #4Additionalparty#4isinvalidforadomesticsettlementlocation(DTC,BRC,FED,U.S.).
9AAN Additionalpartynumber4isineligibleforIDprocessing.Otherwise,ifnotprovided,enterspacesorzeros.
CACF 9AAA
Additional Party #5Additionalparty#5isinvalidforadomesticsettlementlocation(DTC,BRC,FED,U.S.).
9AAN Additionalpartynumber5isineligibleforIDprocessing.Otherwise,ifnotprovided,enterspacesorzeros.
CACG 9AAA
Generic TBAGenericTBA(TradeType=01)containedapoolnumber.
9ABD SpecifiedPoolTrade(TradeType=11)oraGenericPoolTrade(TradeType=12)wasmissingasecuritynumberorapoolnumber.
CAGJ 9AA5
Detail Reference IdentifierDetailreferenceidentifiercontainsspaces.
IAAN Detailreferenceidentifierinthedetailallocationrecordwithinthesetofallocationsisaduplicateandnotunique.
DAA3 9AAF
Total Allocation Shares/Face ValueTotalallocationshares/facevalueisnotnumeric.
9AAH Forregulartrades,thetotalshares/facevaluemustbegreaterthanzero.9AAI Totalsharesinaninvalidformat.IAA2 Commonallocationunequaltothedetailallocation.IABB Totalshares/facevalueunequaltooriginal.
DAA4 9AAF
Executing Broker FeeExecutingbrokerfeeisnotnumeric.
DAA5 9AAF Commission Equivalent CommissionEquivalentisnotnumeric.
DAA7 9AAF
CommissionCommissionisnotnumeric.
DAA8 9AAF
Allocated Shares/Face Value for This TransactionAllocatedshares/facevalueforthistransactionisnotnumeric.
9AAH Allocatedshares/facevalueforthistransactionisequaltozero.IAA5 Allocatedshares/facevalueforthistransactionisinvalid.
DAA9 9AAF
Research AmountResearchamountisnotnumeric.
Table 3.3 Trade Input Codes (continued)
Input/Output Information
Processing Procedures 57
Field code
Reason Code
Descriptions
DAAA 9AAF
Shares/Face ValueQuantityofsecuritiesfacevalueisnotnumericintheDTCsettlementsystemsandonlyappliestoinputwithaDTCsettlementlocation.
9AAH Quantityofsecuritiesfacevalueisgreaterthanzero.IAAI Shares/facevaluecontainsfractionalshares.ThisappliesonlytotheinputwithDTC
settlementlocation.IAAJ Shares/facevalueinthebroker/dealertradeinputforDTCisgreaterthan999,999,999.This
isthemaximumvalueacceptableforprocessingintheDTCsettlementsystemsandonlyappliestoinputwithaDTCsettlementlocation.
DAAD 9AAF
PricePriceisnotnumeric.
9AAH Priceisgreaterthanzeroforregulartrades.DAAE
9AAFNet AmountNetamount(proceeds)isnotnumeric.
9AAH Netamount(proceeds)aregreaterthanzeroforregulartrades.9AAI Invalidformatforthenetamount.IAAK Amount(proceeds)onthebroker/dealertradeinputforDTCisgreaterthan
$999,999,999.99.ThesearethemaximumvaluesacceptableforprocessingintheDTCsettlementsystemsandonlyapplytotheinputwithaDTCsettlementlocation.
DAAF 9AAF
Principal AmountPrincipalamountisnotnumeric.
9AAH Principalisgreaterthanzeroforregulartrades.9AAI Invalidprincipalformat.
DAAH 9AAF
Other ChargesOtherchargesarenotnumeric.
9AAI Invalidformatforothercharges.DAAI
9AAFInterestInterestisnotnumeric.
DAAJ 9AAE
CommissionCommissionisgreaterthan100percent.
9AAF Commissionisnotnumeric.9AAI Invalidcommissionformat.
DAAK 9AAF
Net PriceNetpriceisnotnumeric.
DAAL 9AAF
Registration/ShippingRegistration/shippingorfeesarenotnumeric.Spacesareonlyacceptablefornon-numericvalue.
Table 3.3 Trade Input Codes (continued)
Input/Output Information
Processing Procedures 58
Field code
Reason Code
Descriptions
DAAM 9AAF
Alternate Net AmountAlternatenetamountisnotnumeric.
DAAO 9AAF
Country/Federal TaxCountryorfederaltaxisnotnumeric.
9AAI Invalidformatforthecountryorfederaltax.DAAP
9AAEActual PriceBothactualandnetpricearezerosforRegularWaytrades.
9AAF Actualpriceisnotnumeric.9AAH ActualpriceisgreaterthanzeroforRegularWaytrades.
DAAQ 9AAF
Average PriceAveragepriceisnotnumeric.
9AAH Averagepriceisgreaterthanzero.DABE
9AAFCurrent Face ValueCurrentfacevalueisnotnumeric.
DABG 9AAF
Good Delivery MillionsGooddeliverymillionsvalueisnotnumeric.
DABH 9AAF
Number of Days Accrued InterestNumberofdaysaccruedinterestisnotnumeric.
DABI 9AAF
Number of PoolsNumberofpoolsvalueisnotnumeric.
DAGB 9AAF
Original Trade ParOriginaltradeparisnotnumeric.
EAA6 9AAE
Step-in Broker Notify IndicatorStep-inbrokernotifyindicatornotequaltoY/N.
EAAA 9AAE
Buy/Sell IndicatorBuy/sellindicatorisnotequaltooneoftheacceptablevalues
EAAB 9AAE
Broker Notify IndicatorBrokernotifyindicatorvalueisnotequaltooneofthevalues.
IAAW Nomatchandnodistribution.EAAC
9AAESplit Currency Settlement IndicatorSplitcurrencysettlementindicatormustequaloneofthefollowingvalidvalues:l Y=Yesl N=No
Table 3.3 Trade Input Codes (continued)
Input/Output Information
Processing Procedures 59
Field code
Reason Code
Descriptions
EAE5 9AAA
Trade TypeTradetypemustequaloneofthefollowingvalidvalues:l 01=GenericTBAl 02=SpecifiedTBAl 03=SpecifiedPoolTBAl 11=SpecifiedPooll 12=GenericPooll 50=OtherMortgage-backedsecurity
9ABD Tradetypeindicatormissingoninput.IAEF SpecifiedTBA(TradeType=02)didnotcontainanyspecifications.AspecifiedTBAmust
containatleastonespecification.IAEH SpecifiedPooltrade(TradeType=11)didnotcontainanyspecifications;aspecifiedpool
trademustcontainatleastonespecification.EAEB
9AAALong/Short IndicatorIndicatormustequaloneofthefollowingvalidvalues:l L=SellLongl S=SellShortl E=SellShortExemptl Space=NotAvailableorApplicable
FAAA 9AAF
Conversion RateConversionrateisnotnumeric.
FAAB 9AAF
Amortized/Accreted FactorAmortized/accretedfactorisnotnumeric.
GAAA 9ABB
CUSIP NumberCannotfindCUSIPnumber.
GAAB 9AAA
Broker/Dealer Confirm NumberInvalidbroker/dealerconfirmnumber.
IAAO Broker/dealerconfirmnumbernotuniquefornewandresubmittedconfirmations(Transactiontype=1and4).
Table 3.3 Trade Input Codes (continued)
Input/Output Information
Processing Procedures 60
Field code
Reason Code
Descriptions
GAAC 9AAE
RoleRolemustequaloneofthefollowingvalidvalues:l 1=Executingbroker/dealeractsasagentforcustomer(AGNT).l 2=Executingbroker/dealeractsasprincipalfortheirownaccount(PRIN).l 3=Executingbroker/dealeractsasagentforapersonotherthanthecustomer(OTHR).l 4=Executingbroker/dealeractsasagentforboththecustomerandanotherperson
(CUST).l 5=Averagepricetrade;thebroker/dealeractsasprincipalforsomeexecutionsand
agentforothersinthetransaction(AVGR).l 6=Executingbroker/dealeractsasbothprincipalandagentinthetransaction(PRAG).l 7=Executingbroker/dealeractsasprincipal,agent,andagentforanotherpersoninthe
transaction(PAGC).l 8=Crossingasagent-Executingbroker/dealeriscrossingtransactionasagenton
behalfofthecustomer(CAGN).l 9=Crossingasprincipal-Executingbroker/dealeriscrossingtransactionasprincipal
forhisownaccount(CPRN).l A=Actingasrisklessprincipal-Partyistradingasarisklessprincipal.Thatis,the
ordertobuy(sell)hasbeencontemporaneouslyoffsetbyanordertosell(buy)withanotherparty(RISP).
GAAD 9AAE
Settlement Type CodeSettlementtypecodemustequaloneofthefollowingvalidvalues:l 1=RegularWayl 2=When-Issuedl 3=When-Distributedl 4=When-IssuedorWhen-Distributed
Table 3.3 Trade Input Codes (continued)
Input/Output Information
Processing Procedures 61
Field code
Reason Code
Descriptions
GAAE 9AA5
Security TypeSecuritytypeisblankwhenintendedformatchingandthesecurityisineligibleatDTC.
9AAA Tradecontainedmortgage-backedsecurityinformation,butthesecuritytypeisanunacceptablevalue.Thesecuritytypemustequaloneofthefollowingvalidvalues:l ABS=AssetBackedSecuritiesl CMO=CollateralizedMortgageObligationl FMR=FreddieMacREMICSl FNM=FannieMael FNR=FannieMaeREMICSl FRM=FreddieMACl MBS=Mortgage-BackedSecuritiesl GMR=GinnieMaeREMICSl GNM=GinnieMael OMB=OtherMortgage-BackedSecurities
9AAE Securitytypeisnotequaltooneoftheacceptablevalues.9ABE Securitytypeisrequired.IAEZ FINorCOLsecuritytyperequiresrecord5and6.
GAAF Security IdentifierSecuritynumberformatdoesnotconformtothestandardsforthesecuritynumberingsystem.
9AA5 Securityidentifiedisblank(spaces)whenintendedformatching.9AAO ISIN
l ISOcountrycodeisinvalid.l Internationalcheck-digitisinvalid.l IfthesettlementlocationisDTC,thecountrycodeisUS.IfthecountrycodeisUS,use
avalidCUSIPcheck-digit.l IfthecountrycodeisGB,thefirsttwopositionsafterthecountrycodeiszeroandthe
SEDOLcheck-digitisvalid.
9AAP CUSIPl ISOcountrycodeisnotblank.l Internationalcheck-digitisnotblank.CUSIPcheck-digitisinvalid.
9AAQ SEDOLl ISOcountrycodeisnotblank.l Internationalcheck-digitisnotblank.l Firsttwodigitsofthesecuritynumberarenotzeros.l SEDOLcheck-digitisinvalid.
Table 3.3 Trade Input Codes (continued)
Input/Output Information
Processing Procedures 62
Field code
Reason Code
Descriptions
GAAF 9ABE Securitynumberwasnotentered.IAA6 Enteroneofthefollowingthreefieldsthatidentifythesecurity:
l Securityidentifierl Tickersymboll Securitydescription
GAAG 9AAA
Cancellation Reason CodeInvalidcancellationreasoncode.
9AAE Cancellationreasoncodeisnotequaltooneoftheacceptablevalues.Formoreinformation,seeCancellationReasonCodesonpage30.
9AAI Invalidreasonformat.9ABS Enteredmorethanonecancellationreasoncode.
GAAH 9AA6
Correction Reason CodeCorrectionreasoncode